A Moving Average Crossover Screen with Price Action Filters

Summary

This Chinese A-share stock screen combines a daily range filter, a morning-star-style price pattern, and three moving-average crossover conditions. The formula reference requires the 5-day average to cross above the 10-day average, the 10-day above the 20-day, and the 20-day above the 60-day, alongside minimum intraday range and closing-price conditions. The article also sketches a Python workflow for iterating over listed stocks and retrieving daily prices.

The author presents the combination as a way to identify volatility, a possible short-term reversal, and upward momentum, but supplies no backtest, performance statistics, or market comparison. The Python example’s pattern checks and moving-average ordering do not clearly implement every stated crossover rule, and its data-handling details need verification before use. The post itself cautions that technical signals may whipsaw and that company fundamentals and broader market conditions are omitted; it suggests adding fundamental and liquidity measures. These are screening ideas rather than demonstrated evidence of an investable edge.

Key ideas

• The screen combines a range threshold with a morning-star-style pattern and moving-average signals.
• Its formula requires upward crosses across 5-, 10-, 20-, and 60-day moving averages.
• The article provides formula and Python examples, but no measured backtest results.
• The post warns that technical signals can reverse frequently and omit fundamental risks.
• The implementation should be checked because the code does not clearly match all stated crossover conditions.

Tags

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