A-Share Screen Using Price Range, the Ten-Day Average, and MACD DEA

Summary

This document proposes a short-term A-share screening rule based on three conditions: daily amplitude above 1, an opening price near the ten-day moving average, and a rising MACD DEA. The examples translate these ideas into indicator calculations. The opening-price condition is implemented as a band around the moving average, while the Python example identifies a DEA turn upward after a prior decline. Candidates are then filtered by the intersection of all conditions.

The material frames the setup as seeking volatile stocks near a short-term adjustment level while MACD momentum improves. It supplies formula and code examples but gives no backtest, candidate list, or evidence of predictive performance. It acknowledges that short-term indicators omit fundamental information and that MACD can produce misleading signals. The examples also express the rules in implementation-specific ways, so a user would need to verify indicator definitions and data timing before applying the screen.

Key ideas

• The screen combines recent price amplitude, opening price proximity to a ten-day average, and improving MACD DEA.
• The examples implement the moving-average condition as a price band and the DEA condition as an upward turn.
• The selection rule provides no return or backtest evidence.
• Short-term signals may mislead and leave fundamental factors out.

Tags

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