Hi,

I haven't found in the manual an option to make special bars from volume. As an example, SierraChart screenshot attached with 50K contracts plotted per bar.

Manual says: There are many special bar types: Tick Bars, Renko Bars, Range Bars, Momentum Bars, Point-and-Figure Bars, or Haiken Ashi Bars. Some market inefficiencies may be more clearly visible when getting rid of speed and time information. Zorro allows any imaginable combination of price and time for constructing user-defined bars with the bar function.

But bar() function doesn’t have a volume parameter, so how can I do this?

You can use marketVal / marketVol for Volume, write your logic around it, and hand the High, Low, Close etc. based on your volume logic to the bar function.