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 KLSE Stocks based on
1. 13 Period ADX > 20
2. 13 Period +DI crosses over -DI for Long signal.
3. 13 Period +DI crosses under -DI for Short signal.
4. Volume trade > 100,000 shares

Tuesday, March 11, 2008

Scan 11 Mar 08

ADX Scan based on closing price on 11 Mar 08
Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
0040Long3/11/20080.1210210026.044217
0123Long3/11/20080.0620000021.522520
4758Long3/11/20080.9628070031.053020
5043Long3/11/20080.7326710032.223532
5070Long3/11/20080.915610022.033230
5088Long3/11/20080.851020021.023928
5120Long3/11/20080.89515500026.13830
5131Long3/11/20081.0510500031.453533
7127Long3/11/20080.5510010021.881514
9873Long3/11/20080.5811590034.552821
5058Short3/11/20080.28514240020.372226

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