A-Share Momentum Screen Using MACD, Moving Averages, and Control Strength

Summary

This Chinese-language post describes a stock screen combining MACD above zero, upward separation of moving averages, and a measure labeled control strength. It interprets the MACD condition as positive momentum, the moving-average condition as an upward trend, and stronger control readings as evidence of buying pressure. The examples calculate MACD from exponential averages, compare short moving averages, and construct a volume and candle-position measure smoothed with an exponential average. A separate ranking example sorts by daily price change.

The post warns that technical filters can omit company fundamentals and that the control measure may not account for unusual market conditions. It recommends combining other factors and managing portfolio concentration. The article’s narrative threshold for control strength differs from the formula’s threshold, and the example code may not implement every stated condition consistently. No backtest or return evidence is supplied, so the screen is an illustrative selection rule rather than a validated strategy.

Key ideas

• The proposed screen selects stocks with MACD above zero and upward moving-average alignment.
• It adds a volume and candle-position measure, smoothed over time, as a proxy for buying pressure.
• The post also presents daily price change as a ranking variable.
• The author notes that technical screens may omit fundamental information and can be affected by unusual market conditions.
• The stated threshold and example formula differ, and the post gives no performance validation.

Tags

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