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

Tuesday, January 1, 2019

Scan 31 Dec 18

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCOTT RESIDENCE TRUSTLong12/31/20181.08258570020.731615
CIMB FT ASEAN 40 100 S$Long12/31/20181350027.466040
CROMWELL EUROPEAN REIT S$Long12/31/20180.691000050.94542
FRENCKEN GROUP LIMITEDLong12/31/20180.4232240033.714740
G. K. GOH HOLDINGS LIMITEDLong12/31/20180.905430022.916627
JASPER INVESTMENTS LIMITEDLong12/31/20180.006100030026.8885
MANULIFE US REITLong12/31/20180.7768800027.382221
SEROJA INVESTMENTS LIMITEDLong12/31/20180.02815570025.924440
THAI BEVERAGE PUBLIC CO LTDLong12/31/20180.611714970024.82322
WEE HUR HOLDINGS LTD.Long12/31/20180.2116640025.092019
XT MSCI ASIA EX JAPAN ETF 10Long12/31/201840.09150021.294744
YONGNAM HOLDINGS LIMITEDLong12/31/20180.1891091480036.23118
BLUMONT GROUP LTD.Short12/31/20180.00350010030.243038
ELEC & ELTEK INT CO LTDShort12/31/20181.31050021.623241
IFS CAPITAL LIMITEDShort12/31/20180.217540021.113366
ISHARES USD ASIA HY BOND ETFS$Short12/31/201813.4550023.364552
M1 LIMITEDShort12/31/20182.09172930035.83811
SUNTEC REAL ESTATE INV TRUSTShort12/31/20181.78221980020.271921

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