A guide to Min Volume, Min Cluster Volume, and how they relate to how much your market actually trades.
1. The one thing to understand first
Every number in these settings is a contract count. What counts as "a lot" depends entirely on how much your instrument trades:
- 100 contracts is a huge imbalance in a thin market, and barely a blip in a very liquid one.
- So the settings are not one-size-fits-all. They scale with the daily volume of the market you're trading.
This is the part most people miss: you're not setting a "right number" in the abstract. You're telling the indicator "in my market, this is what big enough looks like."
Good news: Adaptive Scaling already handles the time-of-day part of this for you (busy open vs. quiet lunch). You only have to set the level for your instrument; the engine handles the clock.
2. Two levels: a single imbalance vs. a cluster
Both indicators work in two stages, and there's a setting for each stage.
Min Volume: the single building block
The smallest one imbalance (at a single price) that the indicator will even look at. Anything smaller is treated as noise and ignored.
Min Cluster Volume: the stacked structure
A cluster is several qualifying imbalances stacked close together in price. Min Cluster Volume is the combined total of all imbalances in that stack. It's what separates a single passing print from a real, defended zone.
The relationship between the two:
single imbalance → filtered by Min Volume
several stacked → filtered by Min Cluster Volume (the SUM of them)
The golden rule that ties them together:
Min Cluster Volume should be clearly larger than (Min Imbalances in Cluster × Min Volume).
Why: if you require 3 imbalances and each only has to clear Min Volume, the smallest possible cluster already equals 3 × Min Volume. Setting Min Cluster Volume above that means a cluster only counts when it's genuinely significant, not just three minimum-size prints that happened to land near each other.
Example (VolImbalance defaults): Min Volume 100, Min Imbalances 3 → a bare-minimum stack = 300. Min Cluster Volume is set to 500, so the cluster has to be meaningfully bigger than the bare minimum to qualify. That gap is intentional.
3. How the two indicators differ
They share the same filter logic, but use it for different purposes, so they have different recommended levels.
- VolImbalance flags imbalances and imbalance clusters as they happen. It runs a bit stricter (higher numbers). You want only the clearest structures marked.
- AbsorptionMap looks for clusters that then get absorbed (defended) by resting liquidity. It starts from a slightly lower base, because the absorption check that follows does additional filtering on top.
That's why the recommended starting values below are not identical between the two. It's by design.
4. Recommended settings
Starting point (our defaults: tuned for liquid index futures, e.g. NQ)
| Setting | VolImbalance | AbsorptionMap |
|---|---|---|
| Min Volume | 100 | 50 |
| Min Volume Floor | 50 | 25 |
| Min Imbalances in Cluster | 3 | 3 |
| Min Cluster Volume | 500 | 400 |
| Min Cluster Volume Floor | 375 | 300 |
| Cluster Price Tolerance (ticks) | 3 | 3 |
The two Floor values follow a simple rule we recommend keeping:
- Min Volume Floor ≈ 50 % of Min Volume
- Min Cluster Volume Floor ≈ 75 % of Min Cluster Volume
(These are the quiet-hour safety lines for Adaptive Scaling. See the Adaptive Scaling guide.)
Adapting to your market
Start from the table above, then scale both Min Volume and Min Cluster Volume together by how liquid your instrument is:
| Your market | Scale the numbers | Example (VolImbalance Min Volume) |
|---|---|---|
| Very liquid (e.g. ES, large FX, crude) | up ~1.5 to 2× | 150 to 200 |
| Standard liquid (e.g. NQ) | as-is (defaults) | 100 |
| Thinner / Micros (MNQ, MES, smaller markets) | down ~3 to 5× | 20 to 35 |
Keep the ratio between Min Volume and Min Cluster Volume roughly the same when you scale: move them together, not independently.
The 60-second tuning loop (no math needed)
- Load the defaults for your instrument tier above.
- Watch one normal session.
- Too many marks / too cluttered? → raise Min Volume (and Min Cluster Volume with it).
- Too few marks / missing obvious zones? → lower them.
- Turn on Adaptive Scaling (and load ~5 days of chart history) so the level you just found stays correct all day and overnight.
That's it. You're tuning to what your chart looks like, which is exactly what these settings are for.
5. In short
- The numbers are contracts. Match them to how much your market trades.
- Min Volume = one imbalance must be this big. Min Cluster Volume = a stack of them, combined, must be this big.
- Keep Min Cluster Volume above (Min Imbalances × Min Volume) so clusters mean something.
- Start with our defaults, scale up for very liquid markets, down for thin/micro ones, and let Adaptive Scaling handle the time of day.