A Chinese Stock Screen Using Price, Volatility, and Limit-Up Conditions

Summary

This post describes a Chinese equities screening idea intended for use before 10 a.m. It combines a price ceiling below 20, a minimum amplitude threshold, exclusion of stocks marked ST, and a five-part limit-up method. The post also offers example formulas and Python-style logic, though some expressions do not clearly match the stated rules, so the implementation needs checking before use.

The author warns that technical patterns can be distorted by speculation, market manipulation, and sentiment, and that the screen carries market risk. Suggested refinements include adding fundamental measures and evaluating the approach across multiple indicators and time spans. The post recommends backtesting and validation but provides no performance data, test design, or detailed definition of the five-part method. It therefore presents a rough screening concept rather than evidence of a reliable trading strategy.

Key ideas

• The proposed screen combines a price below 20 with a minimum amplitude threshold.
• It excludes ST-designated stocks and invokes a five-part limit-up method whose details are not explained.
• The example formulas and Python logic contain ambiguities that should be resolved before implementation.
• The post recommends adding other indicators and fundamentals, then testing the revised screen.
• No backtest results or evidence of profitability are provided.

Tags

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