A-Share Screen for Five-Day Highs and Three Indicator Signals
Summary
This document describes an A-share stock screen combining daily amplitude above 1%, exclusion of ST-designated companies, a five-day closing high, and bullish conditions across moving averages, MACD, and KDJ. It suggests selecting stocks before 10 a.m. and presents indicator formulas and sample Python logic as implementation references. The proposed signals are intended to identify shares showing upward technical momentum.
The article gives no backtest results or performance evidence. It warns that technical signals can lag price moves, may not reflect company fundamentals, and need validation on historical data. It suggests supplementing technical indicators with fundamental and macroeconomic information, and mentions machine learning as a possible way to broaden the analysis. The formulas and examples should be treated as screening illustrations rather than evidence of a profitable strategy.
Key ideas
- The screen combines amplitude, ST-status exclusion, a five-day closing high, and three bullish technical indicator conditions.
- It presents moving-average, MACD, and KDJ comparisons as examples of the required signals.
- The document provides formula and Python examples but reports no historical test or trading results.
- It cautions that technical signals can lag and omit fundamental information.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.