Tick volume is a proxy, not volume

[Amanhasnoname]

Spot forex has no central exchange, so there is no single true volume figure. Platforms show tick volume instead: the number of price updates in a bar, not the lots traded. In many sessions it correlates reasonably with real activity, which is why scalpers use it for filters like "only trade when volume is above average".

The trouble starts when the feed changes. Update counts depend on how a broker or data provider aggregates quotes. Around news, update rates can saturate or get throttled, so the proxy flattens exactly when real activity peaks. A filter tuned on one feed with an absolute threshold, say 120 ticks per minute, can select a quite different set of trades on another.

Test it directly: run the system's volume filter on two data sources and compare which trades each one lets through. A large mismatch means the rule is a feed artefact.

A more portable approach is making the filter relative. Compare the current bar's tick count with the median for the same hour of the day over recent weeks, rather than with a fixed number. That removes much of the dependence on a particular feed and on the session.

Is there a volume-based filter you found that survived a change of data source?