thats a very intelligent question, but there's more than one answer. My advice would be as follows:
find a consistant and objective method to determine trend direction. You can use anything you like, but I'd probably start simple and use something like the zig zag indicator, you can get more sophisticated later. If the zz is pointing up between points A and B, the trend is up, and vice versa. Dont get to hung up on what parameters you use, just be consistant.
Now take all of the profitable trades from the method you are trading, and for each one determine the historical trend at the time the trade was taken as defined by your zz indicator in as many timeframes as you can. You should find that a particular trend timeframe stands out from the rest.
for example say you have 1000 winning buy trades from a scalping type system. What you should find is that for 500 of those trades the weekly trend was down, and for 500 the weekly trend was up. Therefore the weekly trend is not significant.
If you find on say the 15 minute timeframe that 800 of those winning buys occurred when the 15 minute trend was up, then this timeframe is significant (you should also find that most of your losing buys occurred when the trend was down in this timeframe)
Once you've established a ballpark trend timeframe you can get a bit smarter about how you define trend.
that should get you started.
after that, read bbmacs threads here at the zoo, he has some sensible things to say about this stuff
