# Volume Spike

## Volume Spike Filter

Volume Spike Filter allows selecting trading pairs by trading activity, tracking volume spikes relative to average values. You can add one or multiple filters with different timeframes and value ranges.

Select "Candles" or "Trades" as the data source.

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### What is Volume Spike Indicator (VSI)

VSI (Volume Spike Indicator) — shows how many times the average trading volume for the base period is higher or lower than the average volume for the calculation interval.

**Formula:**

```
VSI = Average volume for base period / Average volume for calculation interval
```

**How to interpret values:**

* **1.0** — volume equals average (normal)
* **1.5** — volume is 1.5 times higher than average
* **2.0** — volume is 2 times higher than average (activity spike)
* **0.5** — volume is 2 times lower than average (low activity)

> ⚠️ Indicator doesn't account for price direction — volume spike can occur during both rise and fall.

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### Calculation Logic

Each indicator calculates the base period differently:

* **M1 VSI** — volume of the current minute is taken as-is
* **M5 VSI** — average volume for the 5-minute period is calculated: sum of five 1-minute volumes divided by 5
* **H1 VSI** — average volume for the 1-hour period is calculated: sum of 1-minute volumes over the hour divided by 60

The result is divided by the average volume for the calculation interval (average volume for H3, H9 or H24).

**Example for M5 VSI:**

* Base period: M5 (5-minute period)
* Calculation interval: H9 (9 hours)
* Volumes for each of the 5 minutes: 80,000 / 100,000 / 120,000 / 90,000 / 110,000 USDT
* Average volume for the 5-minute period: (80,000 + 100,000 + 120,000 + 90,000 + 110,000) / 5 = 100,000 USDT
* Average volume for 9 hours: 40,000 USDT
* VSI = 100,000 / 40,000 = **2.5**

Average volume over the last 5 minutes is 2.5 times higher than the average volume over the last 9 hours.

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### Available Indicators

| Indicator | Base Period                             | Calculation Interval              | Application                                    |
| --------- | --------------------------------------- | --------------------------------- | ---------------------------------------------- |
| M1 VSI    | M1 (current minute volume)              | Average volume for H3 (3 hours)   | Short-term activity spikes (intraday scalping) |
| M5 VSI    | M5 (average volume for 5-minute period) | Average volume for H9 (9 hours)   | Intraday activity analysis                     |
| H1 VSI    | H1 (average volume for 1-hour period)   | Average volume for H24 (24 hours) | Daily activity patterns                        |

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### Filter Parameters

#### Enable Filter

Each section handles one filter for a specific timeframe. The "+ Add filter" button adds another one.

#### Indicator

Select indicator for analysis:

* **M1 VSI** — current minute volume relative to average volume for 3 hours (H3)
* **M5 VSI** — average volume for 5-minute period relative to average volume for 9 hours (H9)
* **H1 VSI** — average volume for 1-hour period relative to average volume for 24 hours (H24)

#### Range

Set the VSI value range:

* **Left boundary** — minimum value (e.g., 1.5)
* **Right boundary** — maximum value (e.g., 3.0)

**Example:** range from 1.5 to 3.0 means: the algorithm works only with pairs where the VSI value is within the 1.5–3.0 range.

> ⚠️ Range is specified from smaller to larger value.

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### Support

Questions about setup or suggestions — contact [support](https://t.me/moontrader_support_en).