A Chinese Stock Screen Combining Range, Institutional Participation, and KDJ

Summary

This Chinese-language post describes a stock selection screen using three conditions: a 15-day maximum amplitude above 1, institutional participation above 30% over 15 days, and a rising KDJ K value. The intended logic combines recent price movement, a measure of institutional activity, and short-term indicator momentum. The post also supplies example formula and Python references, though the Python example relies on platform-specific fields and functions and is not a self-contained implementation.

The author warns that KDJ can lag and that the screen omits other technical and fundamental information. Suggested additions include MACD or RSI and valuation measures such as price-to-earnings or price-to-book ratios. No backtest, performance statistics, transaction costs, or evidence of predictive value are reported, so the screen is best understood as a candidate-generation idea rather than a validated strategy. Its thresholds and data definitions may also depend on the platform and market data source.

Key ideas

• The screen requires 15-day maximum amplitude above 1, institutional participation above 30%, and a rising KDJ K value.
• The conditions combine price movement, reported institutional activity, and a technical momentum measure.
• The post cautions that KDJ may lag and that the screen omits other relevant analysis.
• It suggests combining the screen with other technical indicators and fundamental valuation measures.
• No backtest or trading results are supplied, and the example implementation depends on platform-specific data fields.

Tags

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