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

Saturday, July 30, 2011

Scan 29 July 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ANCHUN INTERNATIONAL HLDGS LTDLong7/29/20110.121169100026.023522
CHINA MINZHONG FOOD CORP LTDLong7/29/20111.42187100028.682421
FIRST SHIP LEASE TRUSTLong7/29/20110.34523400039.321817
KOON HOLDINGS LIMITEDLong7/29/20110.305644700020.265824
TIANJIN ZHONG XIN PHARM GROUPLong7/29/20110.69515700023.72524
YAMADA GREEN RESOURCES LIMITEDLong7/29/20110.2551893500024.582321
LYXOR ETF MSCI WORLD 10Short7/29/20111.3110970028.494060
RICKMERS MARITIMEShort7/29/20110.405113300029.573137
SINGAPORE AIRLINES LTDShort7/29/201114.161836800023.542436

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