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, December 2, 2015

Scan 2 Dec 15

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AIMS AMP CAP INDUSTRIAL REITLong12/2/20151.3840660020.052817
JIUTIAN CHEMICAL GROUP LIMITEDLong12/2/20150.02490000023.622524
MAPLETREE COMMERCIAL TRUSTLong12/2/20151.32304740028.122620
PARKWAYLIFE REITLong12/2/20152.3230410024.622218
SPH REITLong12/2/20150.9475870032.771813
SUNMOON FOOD COMPANY LIMITEDLong12/2/20150.0591208580038.65027
SUNTEC REAL ESTATE INV TRUSTLong12/2/20151.57901620024.992921
MDR LIMITEDShort12/2/20150.004258510046.741827
WHEELOCK PROPERTIES (S) LTDShort12/2/20151.43564430028.952226

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