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 […]
Entries Tagged as 'trendpot'
Trendpot Indicator: Transtrend Measure of Market Trendiness
February 28th, 2011 · 4 Comments · Code
Tags: Transtrend·trendpot