I would like to select instruments according to a trend measure, but selection alone is not enough. I need to indicate to the Alpha model which direction the selected instruments are trending. The alpha must handle Forex where there is no difference between long and short.

The only way I can see of doing this is to create a class hold the trend information. I can then create a dictionary for such objects in the main algorithm and pass it to the alpha model.

Is there a better way of this?