A-Share Screen with Weekly Moving-Average Crossover and Large-Order Flow

Summary

This A-share selection method combines amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ranking based on large-order net volume. The article presents these as complementary signals: price movement, an intermediate-term trend change, and a proxy for money flow. It suggests the combination may be used for medium- or longer-horizon selection, while acknowledging that it relies heavily on technical and flow-related measures.

The post includes a moving-average definition, an amplitude calculation, a volume-ranking formula, and sample Python logic. The examples do not establish predictive value: there is no backtest or reported performance. There is also an apparent gap between the stated weekly crossover and the sample code, which calculates rolling averages from daily observations and checks whether the shorter average is currently higher rather than detecting a crossover. The article recommends adding company fundamentals and industry context; the large-order measure’s construction and reliability are not explained in depth.

Key ideas

• The screen combines amplitude above 1 with a weekly five-period moving-average crossover above the ten-period average.
• It adds a ranking based on large-order net volume as a money-flow proxy.
• The method aims to combine volatility, trend direction, and trading-flow information.
• The sample code checks current average ordering and does not clearly implement a weekly crossover.
• No backtest is reported, and the post recommends considering fundamentals and industry trends.

Tags

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