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

Friday, September 28, 2012

Scan 27 Sep 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
BAKER TECHNOLOGY LIMITEDLong9/27/20120.3351124900024.042416
CREATIVE TECHNOLOGY LTDLong9/27/20123.431565027.354223
CSE GLOBAL LTDLong9/27/20120.8719400020.462925
FOOD JUNCTION HOLDINGS LIMITEDLong9/27/20120.16810900032.645743
IPC CORPORATION LIMITEDLong9/27/20120.1472349500024.311918
OCBC BK BP ECW130103ALong9/27/20120.62540000027.055440
DBXT MSCI RUSSIA CAP 25 ETF 10Short9/27/20123.0310900021.034245
STI 3100 MB ECW130131Short9/27/20120.04816500040.573459

No comments: