A-Share Screen Using Trading Range, Convertible Bonds, and MACD

Summary

This note describes an A-share stock screen combining a daily price-range condition, the presence of an outstanding convertible bond, and a negative MACD reading from two sessions earlier. The range condition is intended to find more active stocks, while the bond-name field acts as a company or security filter. The MACD condition adds a technical signal to the selection rules.

The document gives indicator-formula and Python examples, but it does not report a backtest, performance results, or evidence that the conditions improve returns. Its own discussion says the screen omits fundamental analysis and depends on accurate indicator data and calculations. It suggests adding other technical and fundamental measures, although no specific validated improvements are demonstrated. The listed code also contains implementation choices that may not precisely match the stated screen, so the examples should be treated as references rather than verified implementations.

Key ideas

• The screen combines price amplitude, an outstanding convertible-bond filter, and a lagged MACD condition.
• The MACD test uses a reading from two sessions before the current session.
• The note warns that the rules omit company fundamentals and can misclassify signals if data or calculations are inaccurate.
• The code examples are illustrative and the document provides no performance validation.

Tags

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