A-Share Screen Using Daily Range, Limit-Up History, and MACD

Summary

This A-share screening idea combines three technical conditions: daily price amplitude above 1, at least two limit-up sessions within the previous 500 days, and daily MACD above zero. The document frames the filters as a way to find stocks with signs of upward movement while retaining some price stability. It gives formula references for amplitude, limit-up counts, and MACD, plus an illustrative Python approach to applying the filters.

The post does not report a backtest, returns, or comparative evidence that the conditions improve stock selection. It warns that technical filters omit company fundamentals and broader market conditions, and that MACD can lag, remaining positive after a rise has run its course. The example implementation is presented as a reference and may not faithfully implement every stated condition: it uses one stock’s historical data in part of the screening flow and the rolling window shown does not clearly correspond to 500 trading days. The idea therefore describes a screen to investigate, rather than a validated trading strategy.

Key ideas

• The screen requires daily amplitude above 1, two or more limit-up sessions in the prior 500 days, and positive daily MACD.
• The post provides indicator formulas and sample implementation references.
• Its rationale is to combine price movement history with a positive trend signal.
• The document gives no performance evidence and notes that technical filters omit fundamental and macroeconomic information.
• MACD may lag a price reversal, and the sample code should be checked against the stated rules.

Tags

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