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 8, 2016

Scan 8 Mar 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
FTSECHINAA50 8000 MBEPW160629Long3/8/20160.11744300032.444642
NIKKEI225 15500 MB EPW160610Long3/8/20160.141460520034.254037
TECHNICS OIL & GAS LIMITEDLong3/8/20160.2453895590066.733938
CACHE LOGISTICS TRUSTShort3/8/20160.845233130021.281620
GSH CORPORATION LIMITEDShort3/8/20160.2158120036.382024
HONGKONG LAND HOLDINGS LIMITEDShort3/8/20165.87410420021.361519
HSI 20600 MB ECW160330Short3/8/20160.0571552200021.252528
IS MSCI INDIA 100Short3/8/20166.2913070022.663335
OUE HOSPITALITY TRUSTShort3/8/20160.755318350020.392224

No comments: