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, June 15, 2016

Scan 15 Jun 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCOTT RESIDENCE TRUSTLong6/15/20161.12591750021.231614
DBS VT ECW161212Long6/15/20160.10230000046.124948
HSI 19000 MB EPW160929Long6/15/20160.12141500035.114034
SINGTEL MB EPW161114Long6/15/20160.05920000020.124235
FTSECHINAA50 9000 MBEPW160830Short6/15/20160.096326000033.113946
HSCEI 9400 UB ECW160929Short6/15/20160.068750500021.783537
HSI 20400 UB ECW160929Short6/15/20160.0925557660026.933640
HSI 21200 UB ECW160929Short6/15/20160.1025817000020.263335
HSI 22400 UB ECW161028Short6/15/20160.076754000023.353637
NAM CHEONG LIMITEDShort6/15/20160.082296290023.772628
OXLEY HOLDINGS LIMITEDShort6/15/20160.4243510022.782430

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