A-Share Screen for Wide Daily Ranges and Shortening 15-Minute MACD Bars

Summary

The document describes a simple A-share stock screen combining daily range, a fixed closing price, and a 15-minute MACD condition. It looks for stocks whose high-low range exceeds a threshold, whose closing price equals 18.5 yuan, and whose MACD histogram bars are getting shorter. The rationale is to combine price movement, a price filter, and a possible shift in short-term momentum.

It provides both indicator-style logic and a Python example for retrieving stock and intraday data, along with suggestions to add fundamental and technical filters. The example also applies additional data checks and sorts candidates by market capitalization, so it does not exactly implement only the three stated screening conditions. No performance evidence or backtest results are offered. The post notes that short-interval MACD can be unstable and that a single price cutoff omits broader information; the screen is presented as adjustable and does not establish profitability.

Key ideas

• The screen combines a daily range threshold, a closing-price filter, and a 15-minute MACD histogram condition.
• The stated rationale is to capture price activity and a possible short-term change in momentum.
• The accompanying Python example applies extra listing, price-history, and data availability filters.
• The post offers no performance evidence and identifies short-term signal instability and limited fundamental context as weaknesses.

Tags

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