Thanks for the warm welcome Beno!

Sounds like we are on the same page trying to go off of duration of trend(ie how many pips on average can you expect in the direction of trend).

I am wondering if Average True Range would be useful at all? I personally have not used it in my trading but seems kind of like what we would be looking for in terms of determining what the volatility is on any instrument.

Depending on the system and how frequently it trades, it may be more advantagious to go with a more volatile moving instrument to increase chances of capturing a decent portion of a trend.

I am going to try and do some more research and learning so may be I can help out but hopefully others can chime in with info and ideas.

Ben