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

Friday, October 14, 2016

Scan 13 Oct 16

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASTI HOLDINGS LIMITEDLong10/13/20160.0293295800304726
DBS MB EPW161201Long10/13/20160.08824980030.644441
DBS MB EPW170201Long10/13/20160.08101500032.13130
HU AN CABLE HOLDINGS LTD.Long10/13/20160.0051252940027.636631
M DEVELOPMENT LTD.Long10/13/20160.003150030024.611611
TT INTERNATIONAL LIMITEDLong10/13/20160.0416120340020.785316
UOB MB EPW161201Long10/13/20160.06555030039.355637
CHINA SUNSINE CHEM HLDGS LTD.Short10/13/20160.41510770022.293738
COGENT HOLDINGS LIMITEDShort10/13/20160.835138970041.111921
FRASERS LOGISTICS & IND TRUSTShort10/13/20160.965292810025.942022
INDOFOOD AGRI RESOURCES LTD.Short10/13/20160.44566220021.542021
JARDINE MATHESON HLDGS LTDShort10/13/201660.7719560025.881621
OUE COMMERCIAL REITShort10/13/20160.713300028.731821
PERENNIAL S$300M4.65%N181023Short10/13/20160.99615800022.983442
SAIZEN REAL ESTATE INV TRUSTShort10/13/20160.058346530040.433942
SIIC ENVIRONMENT HOLDINGS LTD.Short10/13/20160.615100050027.231420
TRIYARDS HOLDINGS LIMITEDShort10/13/20160.2724600021.12834
YANLORD LAND GROUP LIMITEDShort10/13/20161.35256450034.961822

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