High volume bar

high_volume is true when the bar's volume is at least threshold percent above the recent rolling average. It's a generic volume-spike detector.

Shape

{ "type": "high_volume", "threshold_pct": 150 }

Params

• threshold percent - required percent above average (e.g. 150 = bar volume is 2.5× the average).

Usage

• Breakout confirmation: only take a breakout entry when high_volume is true.
• News-event filter: high-volume bars often correspond to news spikes; some strategies skip entries on these to avoid trading into headlines.

Pitfalls

• Calibration matters. 150% over average is normal during open; unusual at 3 AM. Consider session-aware filters or a higher threshold.
• Volume data quality varies across venues.