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

Monday, September 3, 2012

Scan 30 Aug 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
HANKORE ENVIRONMENT TEC GRPLTDLong8/30/20120.036898700020.723516
PNE INDUSTRIES LTDLong8/30/20120.08225100039.078020
CDW HOLDING LIMITEDShort8/30/20120.09310000284247
EU YAN SANG INTERNATIONAL LTDShort8/30/20120.65533700030.743338
INDOFOOD AGRI RESOURCES LTD.Short8/30/20121.405183200026.332223
INTRACO LIMITEDShort8/30/20120.6587400047.293739
LEE METAL GROUP LTDShort8/30/20120.22544100027.593637
LIPPO MALLS INDO RETAIL TRUSTShort8/30/20120.43274800020.521718
ROXY-PACIFIC HOLDINGS LIMITEDShort8/30/20120.4412200021.182431
SURFACE MOUNT TECH (HLDGS) LTDShort8/30/20120.015100100031.123663

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