Darvas-Grid Adaptive Breakout System

Family: breakout · Regime: trending · Complexity: high · Asset classes: Gold (XAUUSD), High-Volatility FX · Timeframes: 1H, 4H

Thesis

Price breakouts are only statistically significant when they occur outside the standard volatility 'value area' (Grid Bot) and coincide with a break of a confirmed multi-bar consolidation (Darvas). Using an adaptive exit (Jurik) allows for capturing the extended tail of these breakouts while the GHOST component provides a necessary, albeit crude, momentum-based risk ceiling for XAUUSD.

Components

• Grid Bot [Grid range plugin] Two Moving Avarages [psyll] (regime) — Defines the 'Value Area' or 'Grid Zone'. We only seek trend entries when the price has escaped this MA-based volatility envelope, signifying an expansion phase.
• Unsupported table.new modes Test Indicator (direction) — Acts as a simple price-action pass-through; despite the intentional table errors, it provides the baseline close-price reference for structural alignment.
• Darvas Boxes Modern/Classic (entry) — Provides the specific entry trigger by identifying the moment price breaks out of a confirmed consolidation box.
• Jurik Adaptive Envelope Bands (exit) — Uses adaptive smoothing to provide a dynamic exit target that expands during high momentum and tightens during exhaustion.
• GHOST OrderFlow Dashboard — DerivEAPro v10 (risk) — Provides momentum-based filtering for risk; specifically, the hardcoded price threshold and momentum angle mapping determine trade viability and SL distance.

Known failure conditions

• The hardcoded GHOST threshold (1845.0) remains static while market price moves significantly away, rendering the risk filter permanently off/on.
• Labels/Dashboard exceeds Pine Script limits (50-500 labels), causing the script to crash or stop updating signals.
• Market enters a 'low-volatility drift' where price stays outside the Grid High but never reaches the Jurik exit band.

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