A-Share Screen Using Daily Range, a Fixed Price, and a Rising 30-Day Average

Summary

This Chinese-language post outlines an A-share stock screen using a daily high-low range above 1%, a closing price of 18.5 yuan, and a 30-day moving average that is rising. The range condition is intended to select volatile shares, the fixed price is described as a price-level filter, and the moving-average slope acts as a short-term trend condition. The post includes formula and Python examples, though the Python implementation contains additional data filters and does not clearly reproduce every stated condition.

The author warns that the screen focuses on recent price behavior and omits fundamentals and broader market conditions. Suggested extensions include other technical indicators, company valuation and financial measures, volume, and historical trend analysis. No backtest results or evidence of predictive value are provided, so the criteria should be treated as an illustrative screening recipe rather than a validated strategy. The stated 18.5-yuan threshold is specific to this example and may quickly become outdated or exclude otherwise relevant securities.

Key ideas

• The proposed screen combines a daily range above 1%, a closing price of 18.5 yuan, and an upward-sloping 30-day moving average.
• The range and moving-average conditions represent volatility and short-term trend filters.
• The post notes that price-only screening omits fundamentals and broader market context.
• It suggests adding technical, fundamental, volume, and historical-trend factors, but reports no tests of those changes.
• The code examples do not clearly match all stated conditions, limiting reproducibility.

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