Different Brokers - different Volume Values, Solution for an EA?

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Hello,

there are some forum entries similar to this topic but I still couldn't find any solution for my problem.

I have programmed an EA which uses Volumes. As you can imagine this EA is working only on a specific broker platform. Trying it run on another broker I get different results of course, because other brokers provide different volume values. Additionally, I have downloaded historical data which again have other volume values as the brokers.

How can I solve this problem? Maybe a specific Volume-Indikator or somehow mathematically?

Thanks for helping.

 
How can I solve this problem?
There is no solution. Every broker will have its own feed. Best you can do it compute vol/ave(vol) and use that.
 
Sorry for asking but I assume with ave(vol) you mean average (volume)?
 
What do u expect this "Volume-Indicator" to indicate? If you are thinking anything in the terms of Market Depth then forget it... MT4 Volume has nothing to do with it. The name is miss-leading.
 

Since every broker and historical data provider has different volumes I expected with the "Volume-Indicator" to standardize/normalize volumes.

Why is the name miss-leading?

 
OK
coolex:

[...] I expected with the "Volume-Indicator" to standardize/normalize volumes.

That's great, but what do u think this 'Volume' represents? It is not the volume of 'contracts' being traded or the volume of the 'trades' - which is what most people think it is... Hence the name is miss-leading. I am sure u can find an indicator which normalizes MT4 Volume (that is - divides it by it's average or moving-average), but I doubt this will be useful. Good-luck anyway.

 

OK, I understand. But then what do you need the volume for? Is it useful for in any way as an indicator or with a combination of other indicators? Sound not.

I only know that sometimes it makes sense to start a trade only for the first tiks of a bar. But it can´t be the only area we can use the volume.

 
Using Volume for the start of a bar is unreliable, you can miss ticks. Bars is also unreliable. Always use time:
int start(){
   static datetime Time0; if (Time0 == Time[0]) return(0); Time0 = Time[0];
   ...
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