A Chinese Beverage and Alcohol Stock Screen Using RSI and Positive Returns

Summary

This stock-selection idea combines a technical condition, an industry filter, and recent positive returns. It proposes screening for Chinese beverage and alcohol import-export companies with a 14-period RSI below 65 and a positive return, while also excluding special-treatment stocks in the referenced formula. The accompanying explanation interprets RSI as a measure of short-term price conditions and the industry and return filters as additional selection criteria.

The document provides no backtest, portfolio construction rules, trading dates, or evidence that the industry has the favorable growth and profitability characteristics claimed in its rationale. It also contains an implementation inconsistency: the Python example calculates RSI but does not use it in the filter, and the written criteria and code do not fully align. The author notes that sector concentration and reliance on positive returns carry risks, and suggests comparing other indicators and industries. Treat the screen as a rough hypothesis requiring validation, not a tested strategy.

Key ideas

• The proposed screen combines an RSI threshold with an industry restriction and positive returns.
• The described RSI uses a 14-period lookback and selects values below 65.
• The reference formula also excludes special-treatment stocks.
• The Python example calculates RSI but does not apply it to the selection filter.
• The document supplies no backtest evidence and notes sector and return-filter risks.

Tags

# strategyrun


.. _strategyrun:

终端策略运行
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在天勤终端中运行和停止一个策略
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页面左侧为策略运行管理区 

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要创建新策略, 点击 【创建新策略】 按钮. 然后输入新策略文件的文件名：

.. figure:: ../../images/create_strategy.png

点击【保存】后，如果您当时选择的是天勤终端全即可在天勤内置的VS Code保存该策略

.. figure:: ../../images/save_strategy.png

编辑策略参数
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如果需要对指定策略进行参数修改，则右键点击需要修改策略，即可修改对应参数，如合约代码等，修改完毕之后点击保存，该策略即可以新参数运行

.. figure:: ../../images/input_parameter.png

策略运行监控
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策略日志
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策略程序中用 print 或 logging 输出的信息, 都会出现在这里

.. figure:: ../../images/strategy_output.png

策略交易图
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策略交易图展示一个合约的交易和持仓情况

.. figure:: ../../images/strategy_symbol_image.png

它包含了这些内容

● 成交记录: 图上用红色和绿色的箭头标注实际发生的成交时间和成交价格

● 持仓记录: 当策略在一段时间内有持仓时, 图上会用红绿色矩形框表示. 红色框表示这段时间的持仓方向与行情方向一致(盈利), 反之为绿色

● 当前挂单: 如果策略当前还有挂单, 将在图上以横线虚线的形式显示

● 当前持仓: 如果策略当前还有持仓, 将在图上以横线实线的形式显示

● 成交记录定位: 如果你在策略日志中选中任意一条日志记录, 图上会用紫色竖条标出这条日志记录的具体时间

如果策略程序交易涉及多个合约, 可以在策略日志中选择一条, 策略交易图将切换到选中的合约

要改变图表K线周期, 请点击菜单右上方对应时间周期

如有需要, 你可以在策略交易图上添加技术指标或者手工画线

Shown in full with attribution under the source's licence. Licence: Apache-2.0

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