Look at a weeks worth of data from the same time for the past couple of years and note the volumes. An average level for the time of year will be discovered and then you can adjust algorithms to account for expected levels. Being able to trade profitably year round is important to me.Yeah. Volumes always drop. For me, it’s right to be suspicious of any move in August/Christmas on light volumes. Tells me that the move is probably ‘false’ to some degree.
Why not use it as an excuse to go and lie on a beach somewhere?
I only trade intraday so this might not apply to your system.