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, February 24, 2016

Scan 24 Feb 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
HSI 21000 MB EPW160330Long2/24/20160.19217000023.64138
SINGTEL MB EPW161115Long2/24/20160.06322000032.055345
BLUMONT GROUP LTD.Short2/24/20160.001323460020.833342
CAMBRIDGE INDUSTRIAL TRUSTShort2/24/20160.515547120022.41924
JARDINE CYCLE & CARRIAGE LTDShort2/24/201636.08110440028.432125
KEPPEL CORPORATION LIMITEDShort2/24/20165.05811960023.852325
MATEX INTERNATIONAL LIMITEDShort2/24/20160.02311800020.921585
MIYOSHI LIMITEDShort2/24/20160.04639380025.983454
ROWSLEY LTD.Short2/24/20160.142831000022.362226
SECOND CHANCE PROPERTIES LTDShort2/24/20160.2415000021.923031
SINGAPORE POST LIMITEDShort2/24/20161.445800620036.692122
STI ETFShort2/24/20162.6352840028.152127
VIBRANT GROUP LIMITEDShort2/24/20160.3113410020.171829

No comments: