A-Share Screen Combining RSI, Order-Book Imbalance, and Price Trend
Summary
This post outlines a speculative Chinese stock selection rule that looks for RSI below 65, greater displayed buying volume than selling volume, and a price condition intended to represent prior main-force control. Its example formula and Python reference use a 14-period RSI, compare the first bid and ask volumes, and require the close to be above a five-period moving average. The post interprets the RSI threshold as avoiding an overheated reading, the bid-ask volume comparison as favorable near-term sentiment, and the moving-average test as a trend confirmation.
The author notes that these signals leave out company fundamentals and broader economic conditions, and that trying to follow large-player control may lead to poor timing or missed opportunities. The suggested improvement is to combine the signals with financial and macroeconomic analysis and other volume or capital-flow measures. The post offers no backtest, sample, or return evidence, and its proxy for institutional control is not established as a reliable measure. It also gives no entry, exit, sizing, or portfolio risk rules, so the screen is not a complete trading strategy.
Key ideas
- The proposed screen requires RSI below 65, bid volume above ask volume, and price above a five-period average in its code example.
- The post frames these conditions as technical and sentiment filters for speculative selection.
- It warns that the screen omits fundamentals and may misread large-player activity.
- Suggested refinements include financial, macroeconomic, volume, and capital-flow analysis.
- No backtest or outcome evidence is included.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.