Analysing Market conditions for a period of data used in a backtest

[CaptCaveman]

Hi

I am wondering if anyone has come across an indicator/EA that can be run over a period of data that would be used in a backtest, to give some indication on what type of market it was.

I would like to get a better idea of why my EA parameters suite certain market conditions. I appreciate Optimization can lead to curve fitting, but I am thinking I can pull all the data into a database and then analyse it further.

So as an example I backtest / optimize my EA over a 3 month period. If I choose a different 3 month period the results will suggest different parameters would work best.

If I could run an EA/Indicator over the 3 month period and capture the average of that period, it might give some insight into why certain parameters work better at different market conditions eg perhaps more volatile market, or stronger trend etc

So i thought then it might make sense to collect the Mean/Average of the ATR for the whole period, or deviation away from a MA which might suggest strong trends.

So before i start to think about how I could approach this, i wondered if something already exists? Or any suggestions on what indicators might give some insight into market conditions.

thanks