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 20, 2013

Scan 19 Sep 13

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ISHARES MSCI SINGAPORE EWS 100Long9/19/201313.6714300044.358614
JARDINE CYCLE & CARRIAGE LTDLong9/19/201339.476200032.443521
KEPCORP MB ECW131203Long9/19/20130.088112000034.87018
KEPCORP MB ECW140602Long9/19/20130.06740000039.737920
LIPPO MALLS INDO RETAIL TRUSTLong9/19/20130.455533100030.492017
METRO HOLDINGS LIMITEDLong9/19/20130.8740000024.693128
OCEANUS GROUP LIMITEDLong9/19/20130.0259788600033.522718
OLAM INTERNATIONAL LIMITEDLong9/19/20131.49922900030.322221
PARKWAYLIFE REITLong9/19/20132.59132500031.264116
PHARMESIS INTERNATIONAL LTD.Long9/19/20130.0681300024.625126
RELIGARE HEALTH TRUSTLong9/19/20130.79250000037.042923
SUPER GROUP LTD.Long9/19/20134.5837700020.872418
LIONGOLD CORP LTDShort9/19/20131.551289400050.322233
TRANSVIEW HOLDINGS LIMITEDShort9/19/20130.09142500068.553070
UOB BP ECW131002Short9/19/20130.009180000050.44297

No comments: