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Here is just a suggestion. Write a system based on
moving average crossover (buy and sell, 100% in the
market) and test it for all markets. The performance
reports should indicate which markets trend better.
--- Paul Altman <paulha@xxxxxxxxxxxxx> wrote:
> Could someone please briefly explain some measures
> of trendiness that I
> could use to decide which markets tend to trend more
> than others? Is this
> usually done by devising simple trend-following
> systems and ranking markets
> according to performance? Or are there more
> specific measures? Yes, I'm
> familiar with the ADX, the CMO, etc., but how are
> indicators like these
> used to give a summary of a market's trendiness
> over, say, a year?
>
> Thanks for any help.
>
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