A-Share Screen Using Intraday MACD, Amplitude, and Limit-Up History
Summary
This document proposes a Chinese stock screen combining three conditions: amplitude above one, a shortening negative MACD histogram on a 15-minute chart, and at least two limit-up events within the preceding 500 days. The intended interpretation is that large price swings identify active stocks, a contracting negative histogram may suggest a change in direction, and past limit-ups indicate sensitivity to market attention. It also sketches indicator formulas and a Python workflow for filtering and joining data.
No backtest, trade rules, or performance evidence is provided, and the code is illustrative rather than a demonstrated implementation. The article notes that technical conditions can overlook fundamentals and broader market conditions, while limit-up history may reflect temporary themes and does not address valuation. It recommends combining fundamental and technical analysis, though it does not define how to do so or specify entry, exit, and risk controls. The screen is therefore a candidate-selection idea, not a complete trading strategy.
Key ideas
- The proposed screen combines amplitude, a contracting negative 15-minute MACD histogram, and prior limit-up events.
- The selection logic treats volatility and past limit-ups as signs of trading activity or market sensitivity.
- The document provides formula and Python sketches but no backtest or performance results.
- It warns that the technical filters omit fundamentals, market conditions, and valuation.
- Entry, exit, and position risk rules are not specified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.