CCI-Darvas Structural Breakout System
Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: H1, H4, D1
Thesis
The strategy operates on the hypothesis that price breakouts from consolidation zones (Darvas Boxes) are significantly more likely to represent the start of a sustained trend when they align with medium-term momentum (CCI) and have cleared the most recent reversal structural levels (Roshaneforde). The use of Q-Levels assumes that institutional supply/demand zones (gamma walls) act as reliable 'gravity' points for take-profits and hard floors for stop-losses. The technical diagnostic (sort_indices) ensures the code is running in a compatible environment before capital is committed.
Components
- Unsupported array sort_indices bool namespace (regime) — Acts as a 'Strategy Health Check'. If the execution environment cannot perform basic boolean array operations reliably, the strategy remains inactive to prevent erroneous logic execution.
- CCI Arrows (direction) — Provides the directional bias; we only look for breakouts in the direction of the CCI zero-line cross.
- Darvas Boxes MetaTrader 5 (entry) — Identifies the high/low of recent consolidation ranges. The entry is triggered by a breakout of these levels.
- Momentum (MOM) (exit) — Used to detect velocity exhaustion. If price momentum stalls or reverses against the trend, the position is closed.
- Q-Levels V2.2 (risk) — Provides static external reference levels (gamma walls/expected moves) to define hard stops and calculate position size based on risk-to-level distance.
- Roshaneforde Pivot Levels (confirmation) — Filters breakouts by ensuring price has cleared local candle-reversal 'Pivot' levels before entry.
Known failure conditions
- Manual Q-Level strings are not updated, leading to stale/irrelevant risk levels.
- CCI remains pinned in a high-volatility whip-saw pattern without trend development.
- The execution environment fails the boolean sort_indices diagnostic.
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