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i am using trend following strategy in stock market. If you look at the price chart, you can tell one stock's trend is stronger than the other. Now i want to develop an index to calculate the 'strength' of the trend, is there any good method ?

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closed as not a real question by Alexey Kalmykov, silencer, Tal Fishman Aug 7 '12 at 14:20

It's difficult to tell what is being asked here. This question is ambiguous, vague, incomplete, overly broad, or rhetorical and cannot be reasonably answered in its current form. For help clarifying this question so that it can be reopened, visit the help center.If this question can be reworded to fit the rules in the help center, please edit the question.

There are a few different ways to quantify "strength," a little more detail about what parameters your using would help. In any case, looking at some technical analysis books/sites might be best for what you're looking for. –  jeff m Aug 4 '12 at 12:16
Time-series or Regression models could be an answer. So, there are many models that it's up to you. I think VECM(vector error correction model) is suitable for this case. –  NJH Aug 5 '12 at 15:49
Hi bigbug, I've closed your question since it is overly broad. There are far too many technical indicators to list here, and many of them attempt to quantify "strength" of a trend. Please be more specific. –  Tal Fishman Aug 7 '12 at 14:21
It's an interesting question, I think it could be possible to provide a brief answer with at least an indication of where to research further. –  Anthony Dec 18 '12 at 14:42

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