A-Share Screen Using Amplitude, Prior-Day Limit Status, and Weekly MA Cross

Summary

This A-share stock-selection rule combines amplitude above 1, a prior-day condition intended to exclude limit-up stocks, and a weekly five-period moving average crossing above the ten-period average. The article presents amplitude as a measure of short-term price movement and the crossover as a way to identify an upward trend. It includes brief formula and data-selection examples, but no reported portfolio results or backtest evidence.

The author warns that technical filters alone omit fundamentals and financial data, which may leave the selected stocks without durable investment value. The suggested improvement is to consider company finances and industry prospects alongside the technical signals. The code example appears to use a separate prior-day price comparison as its limit-status check, and its amplitude calculation is not clearly integrated with the selection loop. Treat the written rule as the intended strategy description; the examples do not establish a validated or reproducible implementation.

Key ideas

• The proposed screen combines amplitude above 1 with a weekly five-period average crossing above the ten-period average.
• It also intends to exclude stocks that were limit-up on the prior day.
• The article gives no tested performance evidence.
• It cautions that technical signals do not account for company quality or financial condition.
• The code examples may not fully implement the stated filters.

Tags

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