Darvas-ALMA Institutional Breakout

Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1快速, H4

Thesis

Price breakouts from Darvas Boxes represent a shift in the supply/demand equilibrium; when these breakouts coincide with 'Smart Money' Order Blocks and are confirmed by Gaussian-smoothed momentum (ALMA/QQE), the probability of a sustained trend outweighs the risk of a retail trap.

Components

• Indicator Metadata Sample (regime) — Ensures the environment is synced; only executes when rates_total increments to prevent duplicate processing on the same tick.
• Darvas Boxes Modern/Classic (direction) — Defines the directional bias based on structural breakouts from consolidation zones.
• Qualitative Quantitative Estimation (QQE) (entry) — Provides the final momentum trigger using RSI-based volatility bands to ensure the move has immediate velocity.
• Pivot Points (Classic) (exit) — Uses session-based structural support/resistance for fixed, non-discretionary exit targets.
• Point-Based Price Grid (risk) — Sets the stop loss and position size based on fixed point-intervals, mimicking a floor-trader's 'point-count' risk management.
• Order Block & FVG Detector (confirmation) — Confirms the breakout is supported by institutional 'Smart Money' footprints (Order Blocks) rather than retail noise.
• ALMA with Floating Levels (volatility_filter) — Filters out low-volatility 'fakeouts' by requiring price to be beyond adaptive Gaussian-smoothed exhaustion levels.

Known failure conditions

• Price enters a prolonged 'choppy' state where Darvas Boxes overlap frequently.
• ALMA Floating Levels converge to a narrow range (< 10 points), indicating a volatility collapse.
• Pivot Points (R1/S1) are located within the Darvas Box range, making the R:R ratio mathematically negative.

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