A-Share Screen Using Buying Activity, Large-Order Flow, and Rising 30-Day Average
Summary
This proposed A-share screen combines three conditions: buying activity above a threshold, the product of price change and net large-order flow being positive, and an upward-moving 30-day average. The explanation frames these as measures of buying interest, market sentiment or capital flow, and price trend. The sample pseudocode outlines a stock-by-stock selection process and sketches how the indicators might be estimated from market data.
No performance series, benchmark, or backtest results are provided, so the document does not establish that the conditions produce profitable trades. It acknowledges that the screen focuses on short-term price and sentiment while leaving out fundamentals and longer-term value. The code sketch also leaves important implementation details unclear, including how the moving-average direction is connected to the selection condition and whether the proposed flow proxy measures actual large-order net volume. The criteria should therefore be treated as an unvalidated screening idea.
Key ideas
- The screen requires buying activity above a threshold, positive price-change times large-order flow, and a rising 30-day average.
- The three conditions are intended to represent buying interest, capital flow, and trend direction.
- The document provides no evidence of predictive performance or profitability.
- Fundamentals are omitted, and the sample implementation leaves indicator details unresolved.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.