A Chinese A-Share Screen Using Range, Order Flow, and Price Lows

Summary

The document describes a technical stock screen that combines daily price range, large-order net volume ranking, and a rising-bottom or low-price condition. It frames range and order-flow measures as ways to find active shares, while a sequence of higher lows is intended to identify a possible end to a decline and a rebound opportunity. Example indicator logic also checks recent price relationships, trading amount, and whether the current low matches the lowest low over a recent window.

The article gives no performance test or evidence that the screen is profitable. It notes that the indicators can lag, that market behavior may differ from expectations, and that the approach omits fundamental analysis and explicit risk controls. It recommends combining the screen with other technical and fundamental inputs, adapting its conditions to changing markets, and adding position sizing and risk management. The provided code examples are illustrative and do not establish a complete, validated strategy.

Key ideas

• The screen combines price range, large-order net volume ranking, and a rising-bottom condition.
• A recent low near the bottom of a rolling price window is used as part of the example selection logic.
• The article presents the signals as ways to find active stocks and possible rebound setups.
• The approach may lag and has no reported performance validation.
• Fundamental analysis, risk controls, and position sizing are identified as missing considerations.

Tags

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