A-Share Screen Using Intraday Timing, Five-Day Highs, and Bollinger Bands

Summary

This proposed A-share screen combines a price-amplitude threshold, exclusion of ST-designated stocks, selection before 10 a.m., a five-session closing-price high, and a close between the middle and upper Bollinger bands. The post frames the band condition as a way to focus on stocks in an upward channel. Its example code specifies a 20-period Bollinger calculation with two standard deviations and describes the five-session condition as a close at the rolling maximum.

The article provides a screening recipe and sample code, but no backtest, performance figures, or evidence for the claimed trend interpretation. It warns that relying on limited technical and fundamental information can produce false or missed selections, and that Bollinger settings affect results. There is also ambiguity between the headline's reference to a limit-up strategy and the listed conditions, which do not clearly define such a setup. The post suggests testing other indicators and parameters; it does not specify entries, exits, execution, or risk controls.

Key ideas

• The screen combines an amplitude filter with exclusion of ST stocks and a pre-10 a.m. selection time.\nA five-session rolling closing-price high is used as a price-strength condition.\nThe example requires the close to fall between the middle and upper Bollinger bands.\nThe post reports no performance evidence and notes that band parameters can affect selections.\nThe listed rules do not clearly define the limit-up method mentioned in the headline.

Tags

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