hello, I have noticed that the .bar files do not contain the tick volume data which is really a pity as when collecting histo tick volume data from a broker and trading with this same broker, this info can be very important. Is it in process to add this data as FXCM provides it ? What would be the easiest why for me to include it in my simulations ?

This was not planned so far - just for the reason that we do not know what to do with the tick volume of a certain broker. But it can of course be implemented relatively easily. You can request it on the Future forum, preferably with an example where it is used for some purpose.

JCL,

Related to tick volume I have a question. I'm attempting to replicate the a Tick Volume Indicator (TVI) for a strategy. TVI was invented by William Blau and has been published in his book "Momentum, Direction and Divergence" (1995, page 43).

The basic TVI without smoothing is simply 100* ((DEMA(upticks) - DEMA(downticks)) / (DEMA(upticks) + DEMA(downticks)))

Obviously, Zorro comes with a DEMA function out of the box but I am puzzled if there is a simple way to calculate the associated upticks or downticks with the tools available. Thoughts?