A-Share Screen Using Amplitude, MACD, and the 250-Day Average

Summary

This A-share stock screen combines daily price movement, MACD, and a long-term trend filter. It selects stocks with amplitude above 1, MACD above zero, and the previous close above the 250-day moving average. The document also gives example indicator formulas and Python code for applying the conditions.

The stated rationale is that amplitude captures price movement, MACD indicates direction, and the moving average provides a trend check. No performance results or validation are presented. The author warns that the screen relies only on technical factors and may carry substantial risk because it omits company fundamentals. Suggested refinements include adding financial and industry measures, weighting multiple factors, and using another trend indicator such as ADX. The provided examples use differing amplitude calculations and thresholds, so an implementation would need to resolve that inconsistency before use.

Key ideas

• The screen requires amplitude above 1, MACD above zero, and the prior close above the 250-day moving average.
• The document offers both indicator-formula and Python examples for implementing the filter.
• The stated rationale combines price movement, momentum indication, and a long-term trend condition.
• The screen has no reported performance evidence and excludes fundamental analysis.
• The examples differ in how they calculate amplitude, so implementation details need review.

Tags

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