A-Share Screen Using Moving Averages, MACD, and Amplitude

Summary

The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to favor stocks in a broader uptrend, while the MACD and amplitude conditions add shorter-term momentum or price-activity filters. It also provides example formulas and a Python workflow for retrieving daily data, calculating indicators, selecting symbols, and placing orders.

No performance results or historical tests are reported, so the examples do not establish that the screen is profitable. The document flags the absence of valuation, financial, industry, and macroeconomic inputs, as well as the risk that simple subjective rules may be overfit. Its implementation examples also appear inconsistent: the stated rule refers to an earlier MACD value below zero, while code checks a prior value against a later one; the Python example uses ATR as amplitude. These details need resolution before relying on the screen.

Key ideas

• The screen combines a 20-day average above a 120-day average with MACD and amplitude filters.
• The moving-average condition is presented as a way to emphasize the broader trend.
• The document supplies formula and Python examples for selecting stocks and placing orders.
• The examples do not provide backtest evidence, and their indicator calculations do not fully match the stated conditions.
• The screen omits fundamental, sector, and macroeconomic factors that may affect stock outcomes.

Tags

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