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

Thursday, September 17, 2015

Scan 17 Sep 15

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ACCORDIA GOLF TRUSTLong9/17/20150.65589790020.862419
AIMS AMP CAP INDUSTRIAL REITLong9/17/20151.38584820024.762621
CAPITALAND COMMERCIAL TRUSTLong9/17/20151.3551353070028.232524
GOLDEN AGRI-RESOURCES LTDLong9/17/20150.325542950033.911714
INDOFOOD AGRI RESOURCES LTD.Long9/17/20150.4980720040.472321
JARDINE CYCLE & CARRIAGE LTDLong9/17/201529.2930550020.342726
KSH HOLDINGS LIMITEDLong9/17/20150.545286660040.926413
LINC ENERGY LTDLong9/17/20150.11925820026.283127
OSIM INTERNATIONAL LTDLong9/17/20151.56355570021.323120
ROTARY ENGINEERING LIMITEDLong9/17/20150.3673150026.891918
SMRT CORPORATION LTDLong9/17/20151.31467380036.842921
VARD HOLDINGS LIMITEDLong9/17/20150.405238640025.432826
SINGAPORE EXCHANGEMBEPW160105Short9/17/20150.07521200060.363565

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