Skip to content
All library documents

A-Share Screen Combining MACD, Capital Flows, and Valuation Filters

Article SuperMind
Read the original

Summary

This proposed A-share screen combines three short-term signals: a shorter 15-minute MACD histogram, a report that major investors controlled trading the previous day, and a daily increase in holdings above 5%. The document treats the capital-flow and control signals as signs of buying interest, while the contracting MACD histogram is presented as a possible improvement in short-term momentum. It adds price-to-earnings below 20, price-to-book below 2, price above the Bollinger middle band, and RSI below 70 as further filters.

The article explains the rationale and names risks, including false MACD signals and sharp price moves. It offers no backtest, performance evidence, entry or exit rules, or precise definitions for the capital-control and holdings measures. The Python example is incomplete, so it does not provide an executable implementation. The proposal is best understood as a screening idea that would need clear data definitions and empirical testing before use.

Key ideas

  • The screen looks for A-shares with a shorter 15-minute MACD histogram and reported increases in major-investor control and holdings.
  • It adds valuation, Bollinger-band, and RSI conditions to narrow the candidate set.
  • The article frames the signals as possible indications of buying interest, not confirmed forecasts.
  • False signals and sharp short-term price moves are cited as risks.
  • The article supplies no test results, trading rules, or complete implementation.

Tags

EquitiesTechnical indicatorsMomentumRisk management

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