A-Share Screen Using Amplitude, Limit-Ups, and MACD

Summary

This document describes an A-share stock selection screen combining daily price amplitude, a history of limit-up moves, and MACD above zero. It gives indicator conditions and a Python example using historical stock data. The intended idea is to focus on volatile stocks that have shown sharp upward moves and currently meet a positive MACD condition, then consider additional fundamental information when assessing candidates.

The document provides no backtest, performance series, or comparison with alternative screens. Its examples also differ in implementation: one condition checks amplitude for a period, while the Python example uses average amplitude, and the limit-up proxy compares a high with the previous low. These choices may not match exchange limit rules or the stated screening concept. The text acknowledges that the method emphasizes technical signals and leaves company fundamentals and market conditions for further evaluation.

Key ideas

• The screen combines amplitude above one percent with at least two limit-up-like moves over a 500-day lookback.
• It requires MACD to be above zero as a trend filter.
• The document includes formula and Python examples, but their amplitude calculations are not identical.
• The suggested conditions are technical filters and do not establish future returns or stock quality.
• The document recommends considering financial and business information alongside the technical signals.

Tags

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