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

Tuesday, December 1, 2015

Scan 1 Dec 15

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCENDAS HOSPITALITY TRUSTLong12/1/20150.64101250027.492422
CAPITALAND COMMERCIAL TRUSTLong12/1/20151.341199730034.282221
CAPITALAND MALL TRUSTLong12/1/20151.96797700029.422418
FORTUNE REAL ESTATE INV TRUSTLong12/1/20157.821780024.233129
GALLANT VENTURE LTD.Long12/1/20150.22524830044.751613
IPCO INT'L LIMITEDLong12/1/20150.00550010020.792317
KEPPEL REITLong12/1/20150.955501910021.322019
PAN-UNITED CORPORATION LTDLong12/1/20150.63512490042.583226
SOILBUILD BUSINESS SPACE REITLong12/1/20150.7960690022.592220
WHEELOCK PROPERTIES (S) LTDLong12/1/20151.46591130030.72624
BAKER TECHNOLOGY LIMITEDShort12/1/20150.19412200025.312835
HLH GROUP LIMITEDShort12/1/20150.0111184720032.041619
TTJ HOLDINGS LIMITEDShort12/1/20150.3228200026.821360
UOB MB EPW160104Short12/1/20150.16945000023.643940

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