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

Sunday, May 4, 2014

Scan 2 May 14

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCOTT RESIDENCE TRUSTLong5/2/20141.20523100025.252322
EXCELPOINT TECHNOLOGY LTDLong5/2/20140.10324800029.923531
FRASERS COMMERCIAL TRUSTLong5/2/20141.29162000026.142113
PTERIS GLOBAL LIMITEDLong5/2/20140.148144500021.044037
SOUP RESTAURANT GROUP LIMITEDLong5/2/20140.25190100037.254029
STARHUB MB ECW150102Long5/2/20140.04620000083.156633
UNITED ENGINEERS LTD ORDLong5/2/20142.21289000039.372928
CHINA BEARING (SINGAPORE) LTD.Short5/2/20140.03651700027.432439
DBS MB EPW140701Short5/2/20140.117105000084.9199
EZION MB ECW140701Short5/2/20140.03539000022.973849
MERMAID MARITIME PUBLIC CO LTDShort5/2/20140.48173600022.462324
TAT HONG HOLDINGS LTDShort5/2/20140.840600023.452122

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