A-Share Screen Using Price Range, K-Line Level, and Prior-Day Low

Summary

This document presents a Chinese A-share stock screen that combines a price range condition, a K-line-related threshold, and a close above the previous day’s low. It gives versions of the selection logic in platform formula form and Python, with the Python example calculating range and a rolling prior-low measure before filtering the stock list. The screen is framed as a short-term technical selection approach, using the close relative to the previous low as a sign of near-term strength.

The write-up offers no historical test, portfolio construction rules, transaction assumptions, or performance results. Its formula and prose also do not align perfectly: the described range and K-line conditions are not represented consistently in the supplied examples, and the threshold semantics are unclear. The author notes that the method omits fundamental information and may encourage short-horizon trading, suggesting fundamental and additional technical filters as possible refinements. Any implementation would need its conditions checked against the intended data definitions before research or use.

Key ideas

• The proposed screen combines a range condition, a K-line threshold, and a close above the prior day’s low.
• The document supplies both platform-formula and Python examples for stock filtering.
• The method focuses on short-term price behavior and does not assess company fundamentals.
• The stated logic and sample formulas contain inconsistencies that require validation.
• No backtest results, execution assumptions, or risk controls are provided.

Tags

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