Often asked — how to sort trending markets from non-trending ones. Like a script of some kind, which would define trending markets.
Actually, if it concerns trading on your specific system, then everything is as simple as two and two. The fact is that the trend is a relative matter., неоднозначное, no perfect trends, and your specific trending system, which you are going to trade, can make money on one trend, not very good on the other, and on the third, nothing will work out at all. Another system will earn differently. Therefore, the most the best identifier of trending markets for your trending system is your trending system, if you are going to trade exactly on it.
If it's not for trade, but simply as research for higher science and discussions about random walk, then here, certainly, more difficult and entering the jungle, from where there is no exit, provided.