The expression comes from the 2000 year old Indian text known as the Natya Shastra, also sometimes called the fifth Veda. I have a copy on my shelf. It's pretty cool, they talk about how auspicious it is if the performers on the stage get so rowdy and out of control that someone breaks a leg.
In response to the comments.
My copy of the NÃ¢tyaÅ¡Ã¢stra was translated into English by Dr. Adya Rangacharya, and published by IBH Prakashaha, in Gandhinagar, Bangalore, 1986.
It has been a while since I've read it cover to cover, I believe there is more than one reference that would be relevant to the martial artist/performer, but here is the quote I was thinking about:
Illumination of the stage (lines 90-93)
Holding the lighted torch one should run about the stage roaring, and cracking the joints of fingers, turning round and round, making loud noises and thus, illuminating the entire stage, should come to center of the stage.Â Battle scenes must be enacted to the resounding accompaniment of conch, drum, Mrdanga, and Panava etc.Â If in the course of that, things are broken or are cut or torn, with blood showing on the wounds, then it is a good omen indicating success.
A stage properly consecrated will bring good luck to the king and to the young and old of the town and country.
--Natyashastra, "Worship of the Stage and of the Gods (chapter 3)."