A-Share Screen Using Price Range, Exact Price, and Trading Activity

Summary

This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with short-term upside potential, using price movement, a fixed price level, and trading activity as filters. The document includes indicator-formula and Python examples.

The article acknowledges that the criteria emphasize short-term opportunities and do not assess long-term value. It also says a single turnover threshold may not fully represent liquidity or activity, and suggests incorporating fundamentals, valuation, chart structure, and volume. No historical results or validation are supplied. The example code uses several additional eligibility checks and data choices, so it is not a direct, clean implementation of the three conditions as described; the intended price and activity fields should be verified before use.

Key ideas

• The screen requires a price range above one percent, a close at 18.5 yuan, and prior-day activity above 60 million.
• The rule is intended to identify short-term candidates rather than assess long-term value.
• A fixed trading-activity cutoff may not adequately capture differences in liquidity.
• The article recommends adding fundamental and technical context, but supplies no performance evidence.

Tags

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