A-Share Screen for Narrowing MACD Bars on a 15-Minute Chart

Summary

This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and shrinking negative MACD bars. It presents indicator formulas and a Python example that scans listed stocks, applies additional listing-age and price checks, and sorts the selected names by market capitalization.

The post acknowledges that the screen omits fundamental factors and that short-term MACD readings and a single price threshold can make results unstable or overly narrow. There are also implementation inconsistencies: the formula refers to a signal series without defining it, and its stated bar comparisons do not clearly match the described shrinking green bars. The Python example uses different checks from the stated screen. No backtest results or evidence of predictive value are provided, so the logic should be treated as an illustrative screening recipe rather than a validated strategy.

Key ideas

• The intended screen combines price amplitude, a fixed closing price, and a 15-minute MACD histogram pattern.
• The post flags short-term signal instability and the omission of fundamental measures.
• The displayed formula uses an undefined signal series and may not implement the described bar pattern.
• The Python example does not consistently match the stated screening conditions.

Tags

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