TA Darvas Box Test

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🎯 Core Logic
1-Darvas Box Breakouts/Breakdowns → Entry when price crosses above the Top Box (long) or below the Bottom Box (short).
2-Trend Filter (MavilimW) → Longs only when price is above MAVW, shorts only when below.
3-Momentum Confirmations → ATR spike and Volume spike must confirm breakout strength.

🛠 Position Sizing (MaTriangle – Martingale by Qty)
1-Starts with Base Qty.
2-On losing trades → step-up size using Qty Multiplier, capped by Max Steps & Max Qty Cap.
3-On winning trades → optional reset back to Base Qty.
⚠️ Martingale sizing can increase drawdowns — use carefully.

⏱ Trade Gating
1-Backtest Window: Only trades between selected From – To dates.
2-Trade Cap: Limit trades Per Day / Per Week / Per Month (auto reset).
3-One Position at a Time (pyramiding = 0).

📉 Exit Rules
1-Protective Stops:
2-Long → Stop at Bottom Box.
3-Short → Stop at Top Box.

Profit Safeguard: If in profit, exit when RVI crosses against trade.
1-No fixed TP → trades ride until Box stop or RVI exit.

🔔 Alerts (Options Workflow)
1-Static Alerts: Fire on confirmed long/short signals (compile-safe).
2-Dynamic Alerts: Send ATM strike info, Qty, and Martingale step.
3-Auto ATM Mapping: BANKNIFTY, NIFTY, FINNIFTY, MIDCPNIFTY detected automatically; fallback to manual step.

⚙️ Suggested Defaults
Darvas Box Length = 5
ATR Len = 14, ATR SMA = 14, Mult = 1.0–1.5
Volume SMA = 20, Mult = 1.5–2.0
Base Qty = 1, Mult = 2.0, Max Steps = 3
Trade Cap = Per Day, 10–30 trades

✅ Works on any symbol/timeframe.
⚠️ High-risk position sizing (Martingale). Backtest thoroughly and use with caution.

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