15-Minute MACD Histogram Contraction with Amplitude and Size Filters

Summary

This stock screen combines three conditions: intraday amplitude above 1%, circulating market capitalization above 10 billion yuan, and a 15-minute MACD histogram that is shortening after a negative reading. The author interprets the shrinking green bars as a possible early sign of a rebound and describes amplitude and company size as activity and scale filters. Formula and Python examples illustrate how to express the conditions.

The post gives no backtest, performance figures, or sample trades, so the proposed rebound signal is not supported by outcome evidence. It notes that MACD is lagging and that technical signals alone omit company fundamentals and financial data. It suggests combining the screen with other indicators, broader company and industry analysis, and diversification. The code examples also contain apparent implementation inconsistencies, so their calculations and data handling require independent verification before use.

Key ideas

• The screen requires amplitude above 1%, circulating market capitalization above 10 billion yuan, and a shortening 15-minute MACD histogram.
• The author treats a contracting negative histogram as a possible bottoming or rebound signal.
• The post offers formula and Python examples but reports no backtest or trading results.
• MACD lag and the omission of fundamental factors are stated limitations.
• The author recommends broader analysis and diversification.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.