ADX stands for average directional index. Its value ranges from 0 to 100.

As its name implies ADX is used to measure directional movement. Its value is derived from 2 other indicators +DI and -DI.

In this blog, I will provide list of Singapore Market Stocks based on
1. 13 Period ADX > 20
2. 13 Period +DI crosses over -DI.
3. 13 Period +DI crosses under -DI.
4. Volume trade > 100,000 shares

One important thing to note is I am using freely available stock price information for computing the ADX indicator. The price information is not adjusted for stock dividends and split.

Links
Singapore RSI Scanner
Singapore MACD Scanner
Singapore Trend Analysis
Singapore Trading System

Thursday, July 2, 2009

Scan 1 July 09

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
BREADTALK GROUP LIMITEDLong7/1/20090.38514000020.743028
CHINA HAIDA LTD.Long7/1/20090.09513000041.586134
CHUAN HUP HOLDINGS LIMITEDLong7/1/20090.25549100023.612318
LYXOR MSCI TAIWAN INDEX FUND10Long7/1/20090.74100550026.274234
TRANSVIEW HOLDINGS LIMITEDLong7/1/20090.125300024.856038
AUSTRALAND PROPERTYGROUPShort7/1/20090.4416700025.533536
CHINA YONGSHENG LIMITEDShort7/1/20090.0377000020.881944
FRASERS COMMERCIAL TRUSTShort7/1/20090.214697300023.041837
GLOBAL INVESTMENTS LIMITEDShort7/1/20090.185194700025.972936
HIAP HOE LIMITEDShort7/1/20090.26514000026.792932
KENCANA AGRI LIMITEDShort7/1/20090.28548200020.272324
MERMAID MARITIME PUBLIC CO LTDShort7/1/20090.575275000022.582426
OTTO MARINE LIMITEDShort7/1/20090.3811100029.623135
TRUMP DRAGON DISTILLERS HLDGSShort7/1/20090.24100000021.752730
UNITED ENGINEERS LTD ORDShort7/1/20091.6535300024.952729

No comments: