The Volume Threshold rule is a gate filter that checks liquidity before a pending signal is allowed.
Parameters
| Parameter | Default | Purpose |
|---|---|---|
| minVolume | — | Current bar volume must be ≥ this (if set) |
| minAvgVolume | — | Average volume over lookback must be ≥ this (if set) |
| lookbackBars | 20 | Bars for average volume |
| volumeType | base | base or quote asset volume |
Set at least one of minVolume or minAvgVolume for the rule to restrict trading.
Missing data behavior
If volume is not available on the candle feed, the rule fails open (allows the signal). This avoids blocking all trades on incomplete data.
Where to use it
Filters only — attach to filters.entry, filters.increase, filters.reversal, or filters.exit.
Tips
- Use on alt pairs to skip illiquid bars with wide spreads.
- Pair with UTC Time Window to trade only liquid session hours.
- quote volume helps compare across different-priced assets.
Example
filters.entry: minAvgVolume 1,000,000, lookbackBars 20, volumeType quote on ALT/USDT 1h. Current bar quote volume 800k, 20-bar average 1.2M → filter fails (avg OK but check minVolume if set). If volume data is missing, the rule fails open and allows the signal.