A-Share Screen Using RSI, Three Down Sessions, and Trading Value

Summary

This Chinese-language post proposes a stock screen requiring RSI below 65, three consecutive declining sessions, and trading value above 60 million on the previous day. It presents the combination as a way to find stocks with a potential technical base and market interest. The post supplies formula and Python examples, including a 14-period RSI calculation and conditions based on prior-session candle prices and trading volume.

The written description says three consecutive down sessions, but the example code compares each of the three prior closes with its open using a greater-than condition, which identifies bullish candles instead. The volume condition is also described as using the prior day, while the examples appear to apply it to the current row without an explicit lag. These discrepancies should be resolved before implementation. The post reports no backtest, returns, or benchmark comparison, and notes that technical and sentiment filters can fail, especially when market conditions shift. It suggests adding fundamental analysis and risk controls, but does not specify tested rules.

Key ideas

• The stated screen combines RSI below 65, three consecutive declining sessions, and prior-day trading value above 60 million.
• The examples use a 14-period RSI and provide formula and Python implementations.
• The sample candle conditions appear to identify bullish sessions, conflicting with the written requirement for down sessions.
• The trading-value examples may not apply the stated prior-day lag explicitly.
• The post offers no performance validation and warns that technical and sentiment signals can be unreliable.

Tags

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