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

Monday, August 1, 2016

Scan 1 Aug 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CAPITALAND COMMERCIAL TRUSTLong8/1/20161.5251346014923.842322
CHINA SPORTS INTL LIMITEDShort8/1/20160.0081771520032.222835
MANULIFE US REITShort8/1/20160.85101960020.61619
MAPLETREE LOGISTICS TRUSTShort8/1/20161.04487380028.172125
OCBC BK MB EPW161201Short8/1/20160.03445000026.494046
OTTO MARINE LIMITEDShort8/1/20160.328620048.883040
SINGTEL MB ECW161201Short8/1/20160.04118480035.583843
YEO HIAP SENG LTDShort8/1/20161.34511360024.252526

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