A-Share Screen for High Amplitude and Positive Weekly MACD

Summary

This stock-selection idea screens for A-shares with daily amplitude above 1, a positive weekly MACD histogram, and codes beginning with 60. The post interprets the amplitude threshold as a sign of greater price movement and the weekly histogram as evidence of a recent upward tendency. Its code examples express related daily amplitude and MACD conditions, though the Python example does not directly implement the stated weekly MACD rule.

The article proposes adding RSI or DMI, valuation measures, and more detailed industry analysis to improve the screen. It cautions that price movement and a stock-code prefix do not establish company quality, financial strength, or fair value, and that short-term strength may reflect sector enthusiasm or isolated speculation. The document provides no backtest, return data, or evidence that the rule predicts future performance; the screening logic and code should be validated before use.

Key ideas

• The stated screen combines daily amplitude above 1, a positive weekly MACD histogram, and a code prefix of 60.
• The post associates high amplitude with volatility and a positive weekly histogram with recent upward movement.
• It suggests adding other indicators, valuation inputs, and industry-specific analysis.
• A stock-code prefix and short-term price behavior do not measure company quality or value.
• No performance evidence is provided, and the sample code does not clearly match the weekly MACD condition.

Tags

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