A-Share Screen Using 15-Minute MACD, Daily Gains, and Position Growth

Summary

This proposed screen combines an increase in reported position or capital allocation, a daily gain threshold for main-board stocks, and a shortening negative histogram in the 15-minute MACD. The document interprets the first condition as evidence of buying interest, the second as positive market performance, and the contracting MACD bars as a possible shift toward short-term strength. It outlines a calculation-based selection rule and briefly describes exponential moving averages and rate of change.

The article cautions that flows, price performance, and technical indicators are affected by sentiment and can give misleading signals. It suggests supplementing the screen with other indicators and company fundamentals, but does not specify how to combine them or evaluate them. No backtest or outcome evidence is reported. The text also mixes a qualitative MACD condition with formulas that may not match the standard MACD definition, and the daily gain threshold wording is ambiguous, so both the universe and indicator implementation need verification before use.

Key ideas

• The screen combines reported position growth, a daily price gain condition, and a contracting negative MACD histogram on a 15-minute interval.
• A shorter negative histogram is treated as a possible improvement in short-term momentum.
• The article recommends considering additional technical and fundamental information to reduce reliance on any single signal.
• Capital-flow measures, daily performance, and MACD can all produce false signals.
• The document supplies no backtest results, and its indicator formulas and threshold wording require clarification.

Tags

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