A-Share Screen Combining Intraday MACD, Weekly Moving Averages, and Amplitude

Summary

This document proposes an A-share stock screen requiring amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a weekly five-period moving average crossing above the ten-period average. The author frames these filters as a way to find volatile stocks showing a possible near-term turn while retaining a longer-term upward signal. It includes indicator formulas and a Python example intended to illustrate the screening conditions.

The document gives no backtest, performance statistics, or evidence that the combination improves returns. Its examples also leave implementation details uncertain: the amplitude field in the Python snippet is turnover ratio, and data retrieval uses a single stock code for the intraday and weekly series. The text warns that the screen can miss short-term opportunities and may include risky low-capitalization stocks. It recommends adding fundamental, industry, and macroeconomic analysis, but does not specify or test those additions.

Key ideas

• The screen combines amplitude above 1 with a shortening negative MACD histogram on a 15-minute chart.
• It also requires the weekly five-period moving average to cross above the ten-period average.
• The author presents the indicators as signals of volatility, a possible near-term reversal, and a longer-term upward trend.
• The examples provide formulas and sample code but no backtest or evidence of profitability.
• The text cautions that high-amplitude stocks may carry added risk and suggests adding broader analysis.

Tags

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