A-Share Screen Using RSI, Trading-Flow Ratio, and Moving-Average Signals
Summary
This proposed A-share screen combines RSI below a stated ceiling with an external-to-internal trading-volume ratio above a threshold and moving-average signals. The narrative first describes three technical indicators crossing upward, then revises the final rule to require two crosses among three moving-average comparisons. It suggests the indicators as a way to combine price momentum with a rough measure of buying and selling pressure.
The post gives sample screening logic and code, but no backtest, performance figures, or evidence that the signals predict returns. Its sections and code do not fully agree: the code's crossover expressions compare moving averages with price, while the text refers more generally to indicators crossing upward; the Python example also omits the external-to-internal ratio condition. The post notes that technical indicators lag and can be affected by market sentiment, and recommends updating or refining the indicator set. The proposed thresholds and signal definitions may need careful validation before use.
Key ideas
- The proposed screen uses an RSI ceiling and an external-to-internal trading ratio threshold.\nThe final written rule calls for two moving-average crosses among three comparisons.\nThe sample code does not consistently match the screening logic described in the text.\nThe post warns that lagging technical indicators can miss fast moves and respond to sentiment.\nNo backtest or trading results are reported.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.