A-Share Screen for High Amplitude, Rounded Price Action, and a Sharp Intraday Drop

Summary

This post describes a Chinese stock screen combining amplitude above 1, a rounded price pattern, and an intraday low between 4% and 5% below the previous close. It provides a technical-indicator formula that also applies time and recent-history conditions. The accompanying explanation presents the amplitude and rounded-pattern filters as ways to find active but relatively gradual price movement, while the drawdown band targets stocks with notable short-term downside movement.

The post gives no backtest, trading outcomes, or evidence that the combination predicts returns. It warns that short-term signals may neglect company fundamentals and that market conditions can affect the indicators. It recommends incorporating fundamental and broader market analysis and adjusting the conditions rather than relying on a single technical screen. The Python example is absent, and the document does not define the rounded pattern in detail, limiting reproducibility and independent assessment.

Key ideas

• The screen combines amplitude, a rounded price pattern, and an intraday decline bounded between 4% and 5% from the prior close.
• The supplied formula includes additional time-of-day and recent-history conditions.
• The post offers no performance test or evidence that the screen predicts profitable trades.
• It recommends considering company fundamentals and market conditions alongside the technical filters.

Tags

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