I know that there is no common exchange for forex, and therefore no accurate volume data, but I have been reading about using tick volume as a proxy for actual volume and the idea seems to have some merit.

Would it be possible to incorporate a feature in Zorro that can handle tick volume data and use it as an input for a system?

I don't know how much of an effort this would be, since volume data is different to the OHLC structure of Zorro's price data. Perhaps a work around would be to sum the ticks in a bar and then set the opening volume equal to the lowest volume and the closing volume equal to the highest volume for each bar. That way Zorro could handle tick volume in the same way it handles price data. Is that even possible?

Cheers
Kris