In my journal, http://www.elitetrader.com/vb/showthread.php?s=&postid=1294405#post1294405 - a suggestion was made to look at volume bars vs. a set timeframe for a chart setup. This has really grabbed my interest, but not sure where to start. Hopefully someone that has used volume bars before can help me out.... I currently mainly trade off of a 3 minute time based chart. This hasn't been bad, but during quick moves I am often left watching as I wait for a 3 minute candle to finish. By this time, it's sometimes too late to enter a trade. My questions are... 1) Where can I read up more about this - websites, books, etc. 2) How do I 'translate' from a 3 minute chart to a volume based chart? In other words, if I am trading the ES now on a 3 minute chart, what should I set my volume at? Is there a set ratio I should use based on how many contracts are traded on a particular market? Right now I trade the ES, NQ, ER2, EC, and QM. The QM has less than 100,000 traded daily, meanwhile the ES is around 1 million... so, not sure where to set my parameters at. Thanks everyone!! Special thanks to fearless9 for mentioning this to me in my journal.