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Darvas Indicator
Updated: Views / Replies:8,417 / 14
Created: by gretzkyless Attachments:16

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Darvas Indicator

  #11 (permalink)
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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.


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  #12 (permalink)
Market Wizard
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I dont use it but try to set longer period and see if it makes any diff.

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  #13 (permalink)
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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!

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  #14 (permalink)
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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.

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  #15 (permalink)
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darvas references

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, 63 views)
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