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, January 13, 2016

Scan 13 Jan 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
FRASERS CENTREPOINT TRUSTLong1/13/20161.875173890020.342416
JARDINE MATHESON HLDGS LTDLong1/13/201651.06130220028.653119
AMARA HOLDINGS LTDShort1/13/20160.4110300022.283649
EZION MB ECW160901Short1/13/20160.02740000020.951976
INDIABULLS PROPERTIES INVTRUSTShort1/13/20160.23512440038.044155
SINGTEL MB EPW160504Short1/13/20160.05960000027.884547

No comments: