Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'trendpot'

Trendpot Indicator: Transtrend Measure of Market Trendiness

February 28th, 2011 · 4 Comments · Code

In a previous post, I mentioned and linked to a presentation by Transtrend: “Potential Profitability by Trend Following Systems”, where the Trendpot Indicator is introduced. Trendpot is a backward looking measure that indicates for an individual market whether a medium to long-term trend following system could potentially have been profitable when applied on that particular […]

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