A-Share Screen Using MACD, Rising Moving Averages, and Large-Order Flow

Summary

This note describes an A-share stock screen combining three signals: MACD above its zero line, a rising short-term moving average, and large-order net volume above a threshold for three or more consecutive days. It interprets the conditions as evidence of an upward trend and persistent buying interest. The document includes indicator definitions and example screening logic, alongside a discussion of possible refinements such as adding RSI or valuation measures and examining the context and size of large orders.

The method is presented as a candidate-selection heuristic, not as a tested trading system. No performance results or validation evidence are provided. The note cautions that sustained net buying does not ensure future gains, the simple conditions may select weak companies, and large-order data may be inaccurate. Its sample implementation and indicator formulas also require careful review before use, since data definitions and the translation of the stated criteria into code may not align exactly.

Key ideas

• The screen requires MACD to be above zero and a short-term moving average to be rising.
• It also looks for large-order net volume above a threshold over several consecutive days.
• The author treats these signals as possible evidence of an uptrend and institutional buying interest.
• The note provides no backtest or performance evidence for the selection rules.
• Large-order data can be inaccurate, and the signals do not prevent losses.

Tags

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