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, March 1, 2016

Scan 29 Feb 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AUSGROUP LIMITEDLong2/29/20160.1162083500041.073719
CAMBRIDGE INDUSTRIAL TRUSTLong2/29/20160.525501940020.862520
CAPITALAND LIMITEDLong2/29/20162.981311960025.032221
CENTURION CORPORATION LIMITEDLong2/29/20160.3748560032.722120
DEL MONTE PACIFIC LIMITEDLong2/29/20160.33677420026.822220
FAR EAST ORCHARD LIMITEDLong2/29/20161.5520530046.753026
HUTCHISON PORT HLDGS TRUST S$Long2/29/20160.64159700021.552726
ISR CAPITAL LIMITEDLong2/29/20160.004160600029.35840
KEPPEL INFRA TRUST WEF 2015Long2/29/20160.465193400033.42214
NEW SILKROUTES GROUP LIMITEDLong2/29/20160.49123250021.612524
SAIZEN REAL ESTATE INV TRUSTLong2/29/20161.0939490022.542321
SING HOLDINGS LIMITEDLong2/29/20160.3115690020.832120
VARD HOLDINGS LIMITEDLong2/29/20160.1533130520042.513222
HOCK LIAN SENG HOLDINGS LTDShort2/29/20160.3925320029.72326
HSI 21000 MB EPW160330Short2/29/20160.18511200020.543845

No comments: