A 15-Minute MACD and Moving-Average-Confluence Stock Screen

Summary

This Chinese A-share screening idea combines intraday MACD with moving-average confluence. Its initial version looks for stocks with at least five overlapping moving averages, excludes Beijing-listed A shares, and requires the 15-minute MACD histogram’s negative bars to be shortening. The document presents the average overlap as a way to identify potential support and resistance zones, and the shrinking histogram as a possible sign of improving direction.

The proposed revision raises the overlap requirement to at least ten moving averages and suggests adding Bollinger Bands, RSI, volume, and turnover filters. The document also notes that price variability can make the MACD signal misleading and that the filters may miss meaningful support or resistance. It provides no parameter definitions for the moving averages, no backtest, and no evidence that the proposed additions improve results; the strategy is therefore a screening concept rather than a validated trading system.

Key ideas

• The initial screen combines at least five overlapping moving averages with a shortening 15-minute MACD histogram below zero.
• It excludes Beijing-listed A shares.
• The document proposes increasing the overlap requirement and adding Bollinger Bands, RSI, volume, and turnover filters.
• It warns that MACD can mislead in volatile conditions and that confluence may overlook important price levels.
• No test results or validation are provided.

Tags

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