A-Share Screen Combining RSI, Order-Flow Ratio, and Opening Gap

Summary

This A-share screening rule combines a 14-period RSI below 65, an external-to-internal trading-volume ratio of at least 1.3, and an opening price rise of less than 6% versus the previous close. The post frames the method as a short-term filter that blends a technical oscillator, trading activity, and a price constraint around the market open. It includes an indicator-formula example and a Python-style illustration for finding stocks that meet the conditions after the stated time threshold.

The author warns that historical patterns may not persist, the screen may favor larger stocks, and a restrictive opening-gap limit could exclude some short-term opportunities. The suggested additions include fundamental, technical, industry, and market-context filters. No backtest, source validation, slippage analysis, or evidence of predictive performance is presented, so the conditions remain an unvalidated screening idea rather than a demonstrated strategy.

Key ideas

• The screen requires 14-period RSI below 65 and an external-to-internal volume ratio of at least 1.3.
• It also limits the opening price rise to less than 6% relative to the prior close.
• The post gives formula and Python-style examples for identifying qualifying stocks.
• The author notes risks from historical dependence, stock-selection bias, and excluding fast-moving opportunities.
• No backtest or evidence of profitability is supplied.

Tags

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