A-Share Screen Combining RSI, MACD, and Large-Order Flow

Summary

This document describes an A-share stock screen combining RSI below 65, MACD above zero, and a factor multiplying the price change by a measure derived from turnover and very large orders. It frames RSI as a filter on short-term weakness, positive MACD as an uptrend condition, and the flow-related factor as a way to account for liquidity and trading activity. The text provides a formula reference and a sample screening workflow, but no backtest, performance statistics, or evidence that these conditions identify stocks with superior prospects.

The author warns that financial problems, changing market conditions, and speculative popularity can undermine the screen. Suggested additions include volume-based and trend indicators, company earnings and valuation measures, and active position and market risk controls. The flow-factor description and sample calculation are not fully consistent in how they treat large-order amounts, so implementation should be verified before use.

Key ideas

• The screen combines RSI below 65, positive MACD, and a price-change factor tied to large-order turnover.
• The stated rationale uses RSI and MACD as technical filters and order flow as a liquidity-related measure.
• The document reports no empirical performance or backtest results.
• Risks include financial deterioration, changing market conditions, and speculative price bubbles.
• The author suggests adding fundamentals, more indicators, and position risk controls.

Tags

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