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, December 11, 2013

Scan 11 Dec 13

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
FORELAND FABRICTECH HLDS LTDLong12/11/20130.03851900024.574540
MACQUARIE INT'L INFRA FUND LTDLong12/11/20130.11423400020.782725
MDR LIMITEDLong12/11/20130.0099320000252220
SAMKO TIMBER LIMITEDLong12/11/20130.1474300036.25833
SOUND GLOBAL LTD.Long12/11/20130.71170200036.61510
ACMA LTD.Short12/11/20130.03352500022.38912
ARA ASSET MANAGEMENT LIMITEDShort12/11/20131.75513200021.832228
CHINA AUTO ELECTRONICS GRP LTDShort12/11/20130.07925700029.944348
CHINA YUANBANG PROP HLDGS LTDShort12/11/20130.235925900022.412542
DYNA-MAC HOLDINGS LTD.Short12/11/20130.3964800027.21617
FIRST RESOURCES LIMITEDShort12/11/20132.1394800029.51922
HSI 24800 UB ECW140129Short12/11/20130.04320000032.283564
NEXT-GEN SATELLITE COMM LTDShort12/11/20130.005105000032.382025
OUE LIMITEDShort12/11/20132.4657100032.852022

No comments: