A-Share Screen Combining Moving Average Crossovers, Range, and Trade Imbalance

Summary

This proposed stock screen selects shares with an amplitude above 1, three moving averages in a bullish ordering, and a ratio of active buying volume to active selling volume above a threshold. The article names amplitude and moving-average indicators and gives a Python example using 5-, 10-, and 20-period averages, alongside a volume ratio condition. It suggests selecting the first N qualifying stocks, though it does not specify a robust ranking method.

The article warns that the rules omit macroeconomic and company fundamentals and may overweight the buying-to-selling volume ratio. It recommends considering financial, industry, policy, and other market factors as well. The sample uses a placeholder threshold and does not define the amplitude calculation or establish that the moving-average ordering represents three separate crossovers. No backtest, transaction-cost analysis, or performance evidence is supplied, so this should be viewed as an illustrative screening idea rather than a tested strategy.

Key ideas

• The screen combines a price-range condition, bullish ordering of three moving averages, and a buying-to-selling volume ratio threshold.
• The code example uses 5-, 10-, and 20-period moving averages and returns up to N qualifying symbols.
• The volume-ratio threshold is left unspecified, and the meaning of amplitude is not fully defined.
• The article advises adding fundamental, industry, and policy information to the technical screen.
• No backtest or evidence of profitability is reported.

Tags

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