Extracted algorithm research record
DarvasBoxEA
Automates the Nicolas Darvas Box System with a rolling box and staircase entry mechanism.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- new high not exceeded for 3 consecutive sessions
- volume during box period below InpBoxVolMult times longer-term average
- box height exceeds InpMinBoxATR times ATR
- breakout volume exceeds InpBreakVolMult times box average
Recorded short-entry rules
- new low not exceeded for 3 consecutive sessions
- volume during box period below InpBoxVolMult times longer-term average
- box height exceeds InpMinBoxATR times ATR
- breakout volume exceeds InpBreakVolMult times box average
Recorded exit rules
- price closes below the current box bottom
- no new box top within InpMaxBarsBetweenBoxes bars of the last breakout
Recorded filters
- volume during box formation is quiet
- volume on breakout is expanded
- Stop loss
- below the box bottom by InpStopBuffer ATR units
- Take profit
- not specified in the source
- Position sizing
- risk per unit as percent of balance
Questions about this record
What entry rules are recorded for DarvasBoxEA?
Long: new high not exceeded for 3 consecutive sessions volume during box period below InpBoxVolMult times longer-term average box height exceeds InpMinBoxATR times ATR breakout volume exceeds InpBreakVolMult times box average Short: new low not exceeded for 3 consecutive sessions volume during box period below InpBoxVolMult times longer-term average box height exceeds InpMinBoxATR times ATR breakout volume exceeds InpBreakVolMult times box average These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.