Volume bars versus time bars for scalping: worth the switch?
Posted: Sat Oct 31, 2026 7:19 pm
Volume bars and equal-volume bars get described as the "fair" way to sample a market, and there is something to that. A new bar forms after a fixed amount of volume instead of a fixed amount of time, so every bar carries a similar amount of activity. Statistically, returns from these bars tend to be better behaved than returns from clock-based bars, which is why researchers like them.
There is a second layer of benefit: when volume bars are used, quiet overnight stretches collapse into a few bars while the first minutes after a release get split into many, so signals are not diluted by dead time and are not squashed by a burst into one candle.
In spot forex, though, the volume available to most retail traders is tick volume: a count of price changes, not traded size. It correlates with real activity reasonably well, but it is feed specific. Two brokers will count differently, and a bar defined by 500 ticks on one platform is a different slice of the market on another.
The practical consequence is that a strategy tuned on equal-volume bars from one broker may not transfer cleanly to another broker's version of the same chart. That does not make the approach useless. It means the bar definition is part of the strategy and should be tested on the exact feed that will be traded.
Has anyone compared equal-volume bars across two brokers and seen how much the bar boundaries drift?
There is a second layer of benefit: when volume bars are used, quiet overnight stretches collapse into a few bars while the first minutes after a release get split into many, so signals are not diluted by dead time and are not squashed by a burst into one candle.
In spot forex, though, the volume available to most retail traders is tick volume: a count of price changes, not traded size. It correlates with real activity reasonably well, but it is feed specific. Two brokers will count differently, and a bar defined by 500 ticks on one platform is a different slice of the market on another.
The practical consequence is that a strategy tuned on equal-volume bars from one broker may not transfer cleanly to another broker's version of the same chart. That does not make the approach useless. It means the bar definition is part of the strategy and should be tested on the exact feed that will be traded.
Has anyone compared equal-volume bars across two brokers and seen how much the bar boundaries drift?