A-Share Screen Using RSI, Price Change, Large-Order Flow, and Recent Limit-Ups

Summary

This post proposes an A-share stock screen combining an RSI below 65, a positive product of daily price change and a proxy for very large order net volume, a limit-up event within roughly the past month, and a price-to-earnings ratio below 30. It describes the intended rationale as finding stocks with recent sharp strength and signs of capital inflow. The post also advises adding complementary filters and setting explicit entry, exit, stop-loss, and take-profit rules, while warning about market regime shifts, speculative stocks, and chasing volatile moves.

The article provides sample indicator and Python snippets, but does not report a backtest, returns, or risk statistics. The code’s proxies do not clearly match the stated criteria: its large-order measure is inferred from volume and the sign of price change, and its limit-up test appears to use a different condition than the prose. The screen should therefore be treated as an unvalidated selection idea, with implementation details and data definitions needing review before use.

Key ideas

• The proposed screen combines RSI below 65 with price change multiplied by a large-order net-volume measure.
• It also requires a recent limit-up event and a price-to-earnings ratio below 30.
• The post recommends additional filters and defined entry, exit, stop-loss, and take-profit rules.
• No backtest or performance evidence is presented.
• The sample code’s proxies and limit-up condition may not implement the written selection logic consistently.

Tags

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