A-Share Screen Using Daily Range, KDJ Crossovers, and Large-Order Flow

Summary

This document describes a Chinese A-share stock screen combining a daily price-range threshold, a newly formed KDJ crossover, and positive large-order net volume over three consecutive days. It presents the conditions as a way to find volatile stocks with improving momentum and sustained buying interest. The article includes example indicator logic and sample Python selection code, though the data-field definitions and calculations are not fully reconciled across the examples.

The rationale is that a wider daily range may offer more opportunity, a KDJ crossover may signal improving sentiment, and persistent large-order buying may indicate capital inflows. The author flags that the approach omits company fundamentals and that large-order flow data may be unreliable. Suggested refinements include adding balance-sheet measures and checking institutional trading information. No backtest results or evidence of predictive performance are provided, so the screen should be treated as a candidate-generation method rather than a validated strategy.

Key ideas

• The screen combines a daily range threshold, a recent KDJ crossover, and three consecutive days of positive large-order net volume.
• The article frames volatility, momentum, and buying flow as signals for generating an A-share watchlist.
• The examples show indicator and selection logic, but their data definitions are not fully consistent.
• The approach omits company fundamentals and depends on potentially unreliable large-order flow data.
• The document provides no backtest evidence for the screen’s performance.

Tags

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