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, September 6, 2017

Scan 6 Sep 17

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
COGENT HOLDINGS LIMITEDLong9/6/20170.838540020.352521
NIKKEI225 18000 MB EPW171208Long9/6/20170.08842800034.415242
CAPITALAND MALL TRUSTShort9/6/20172.092049070041.991617
FCL TREA S$500M3.65%B220522Short9/6/20171.02713500029.63435
HSI 27400 MB ECW170928Short9/6/20170.129121900024.322829
Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)