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

Wednesday, March 12, 2008

Scan 12 Mar 08

ADX Scan based on closing price on 12 Mar 08
Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
0123Long3/12/20080.05554000021.522520
3115Long3/12/20080.1164180035.711915
4758Long3/12/20080.9726040031.053020
5043Long3/12/20080.8190370033.584527
5050Long3/12/20082.8354660021.113026
5088Long3/12/20080.842692421.414127
5101Long3/12/20081.3134130027.464132
6114Long3/12/20081.3537350022.752723
6572Long3/12/20084.5218250028.162423
7117Long3/12/20081.8611410028.062821
7125Long3/12/20080.5511700023.033026
7201Long3/12/20080.615312860028.43426
7079Short3/12/20080.49561950034.231921

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