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

Wednesday, August 1, 2012

Scan 1 Aug 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASTI HOLDINGS LIMITEDLong8/1/20120.057514000022.833523
FREIGHT LINKS EXPRESS HOLDINGSLong8/1/20120.065127200027.242019
GENTING SPS$500M5.125% PERPSECLong8/1/20121.00727100021.072320
JUKEN TECHNOLOGY LIMITEDLong8/1/20120.173156800044.464443
MIYOSHI PRECISION LIMITEDLong8/1/20120.0523000021.474543
CACHE LOGISTICS TRUSTShort8/1/20121.095329900048.732225
GREAT EASTERN HLDGS LTDShort8/1/201213.5521500032.413438
HUTCHISON PORT HOLDINGS TRUSTShort8/1/20120.7352395000023.761821
KSH HOLDINGS LIMITEDShort8/1/20120.21523800021.721646
MANDARIN ORIENTAL INTL LTDShort8/1/20121.36581000024.482234
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