A-Share Screen Using High Amplitude and Concurrent Moving-Average Crosses
Summary
This A-share stock screen combines an amplitude threshold above 1, simultaneous moving-average crossover conditions, and exclusion of stocks associated with Beijing. The article gives indicator-formula and Python examples, using price moving averages and recent high and low prices to implement the filters. It describes the screen as a way to find stocks with potential upside, but provides no backtest, return series, or comparison against a benchmark.
The article cautions that the rules rely on technical signals and omit fundamentals. It also notes that simple, widely used filters may produce many candidates and suggests incorporating market and industry conditions or adjusting condition weights. The supplied code should be treated as a sketch: the text does not establish that its data fields, crossover functions, threshold units, or geography filter behave as intended in a live or historical data set.
Key ideas
- The screen requires amplitude above 1 and several moving-average crossovers to occur together.
- It excludes Beijing-associated stocks from the candidate universe.
- The document provides indicator-formula and Python examples but no performance evidence.
- It warns that the technical filters omit fundamentals and may select too many stocks.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.