Obviously somewhat dated , I think acrary put it together. Trendiness Report starting Jan. 1996 ending Dec. 2005 at least 10 days in the trend 1. Mini Value Line 2. Nikkei Index 3. 90 Day T-Bill 4. Short Sterling 5. Japanese Yen 6. Palladium 7. Fed Funds 8. Australian Dollar 9. Goldman Sachs C.I. 10. Soybean Meal 11. British Pound 12. Platinum 13. CRB Futures 14. Euro 15. Pork Bellies 16. Swiss Franc 17. Dollar Index 18. Corn 19. Lumber 20. Eurodollars 21. Gold 22. NYSE Comp. 23. KC Wheat 24. Mexican Peso 25. Soybeans 26. Natural Gas 27. Cocoa 28. Feeder Cattle 29. Oats 30. Canadian Dollar 31. Orange Juice 32. Muni Bonds 33. Minn Wheat 34. Heating Oil #2 35. Copper 36. S&P 400 Midcap 37. Live Hogs 38. Rough Rice 39. T-notes 40. Unleaded Gas 41. Crude Oil 42. Russell 2000 43. Live Cattle 44. Soybean Oil 45. Cotton #2 46. Sugar #11 47. Silver 48. Wheat 49. Dax Index 50. Emini Nasdaq 51. T-bonds 52. S&P 500 53. German Bund 54. Coffee 55. Nasdaq 100 56. 5 YR T-Notes 57. Long Gilt Bond 58. FTSE 100 Index 59. Dow Jones Index 60. 10 YR T-Notes 61. Emini S&P 500
how did he go about putting it together, 10 day in the trend? I know what you mean by atleast ten days in a trend I am just not sure where you go from there, is it how long the average trend remains intact?
Honestly, I don't remember. Someone else might and in the mean time you could do a search of his posts. The method should be in there some where. http://www.elitetrader.com/vb/member.php?s=&action=getinfo&userid=10824