Darvas Indicator (Page 2) - NinjaTrader | futures.io
futures.io futures trading

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader

Darvas Indicator
Started:January 27th, 2013 (05:49 PM) by gretzkyless Views / Replies:6,069 / 14
Last Reply:May 22nd, 2015 (02:52 PM) Attachments:16

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Darvas Indicator

Old February 1st, 2013, 11:02 PM   #11 (permalink)
Elite Member
New Braunfels, TX
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: futures
Posts: 127 since Aug 2009
Thanks: 932 given, 19 received


Ok, I get the part where it is making a new high or low and the line paints on each new bar, sometimes when it retraces and draws another line, the line disappears when it heads back in the original direction, is this a normal function? Thanks again for taking time to answer my questions and all the other questions for all of us who are technically challenged.


Reply With Quote

Old February 1st, 2013, 11:16 PM   #12 (permalink)
Elite Member
reston, va
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
cory's Avatar
Posts: 5,072 since Jun 2009
Thanks: 606 given, 6,068 received

I dont use it but try to set longer period and see if it makes any diff.

Reply With Quote
The following 2 users say Thank You to cory for this post:

Old May 22nd, 2013, 04:43 PM   #13 (permalink)
Elite Member
Kahului, Hawaii USA
Futures Experience: Intermediate
Platform: Ninja Trader 7
Favorite Futures: Futures
Posts: 21 since May 2011
Thanks: 1 given, 1 received

Darvas range with fibs?

Would there be any way to dynamically draw fib retracements in between the darvas range high and range low? I have a very specific reason that this could be helpful to me. BTW I really like the the S/R lines you have added I find them very useful. Thanks!

Reply With Quote

Old January 1st, 2014, 04:25 PM   #14 (permalink)
Elite Member
Berlin, Europe
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
Fat Tails's Avatar
Posts: 9,525 since Mar 2010
Thanks: 4,213 given, 24,792 received

Darvas Box Study

The Darvas Boxes are not that well defined. I have read the book by Nicolas Darvas, but there are a few parameters which can be set up in several ways.

New Highs / New Lows

The lookback period for a new high or new low can be changed. In case that the lookback period is small, high boxes and low boxes may actually overlap, see chart attached. Darvas did not have this problem, because he traded daily charts in a bull market in the Fifties, and he only traded from the long side. However, a generalization of the concept leads to drawing boxes from new N-day high and new N-day lows.

Countertrend Volatility / Giant Boxes

Sometimes the low of a new Darvas high box can be far beyond the low of the prior upswing, and in some cases it can even be a new N-period low. These cases would not fall within the idea of trading a trend continuation. To eliminate these gaint Darvas boxes additional rules would be necessary such as

-> countertrend move of x times ATR invalidates a potential Darvas high or low
-> new Low invalidates a Darvas high box

Time in Force

If there is no breakout from a Darvas box, it is well possible that there is an occurrence of a new high or low within an existing box. In this case either the first or the new second Darvas boxes should be traded.

Volume Confirmation

Darvas wanted to see heavy volume to get a confirmation for the breakout trade. It needs to be specified how the volume filter can be set up.

Breakout Trades

Long trades can be entered

-> prior to the breakout (define conditions)
-> when the top of a Darvas high box is broken
-> when a close above the top of a Darvas high box is observed.

Similar rules for short trades.


The chart attached points to some of the problems.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following 3 users say Thank You to Fat Tails for this post:

Old May 22nd, 2015, 02:52 PM   #15 (permalink)
Trading Apprentice
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures, Forex
Posts: 12 since Jun 2013
Thanks: 37 given, 2 received

darvas references

Futures Edge on FIO

How much money do you need to trade futures successfully?

It seems that darvas references can't be used within an external indicator.
Q: is Darvas integrated "Reset" script function the reason for that?

Any help is greatly appreciated.

protected override void OnBarUpdate()
	double D_U_1 = Darvas().Upper[0];
	double D_L_1 = Darvas().Lower[0];	

Attached Thumbnails
Darvas Indicator-ym-06-15_darvas.jpg   Darvas Indicator-ym-06-15_darvastest.jpg  
Attached Files
Register to download File Type: zip DarvasTest.zip (4.1 KB, 51 views)
Reply With Quote


futures.io > Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > Darvas Indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
How to call this indicator within the indicator/strategy zikonc NinjaTrader 2 July 26th, 2012 03:45 PM
Indicator Based Upon Other Indicator Colors ScorpioTravis NinjaTrader Programming 12 June 21st, 2012 06:29 PM
Adding Constant Line Indicator to Another Indicator ceramictilepro NinjaTrader Programming 9 September 22nd, 2011 10:43 PM

All times are GMT -4. The time now is 05:04 PM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-25 in 0.11 seconds with 20 queries on phoenix via your IP