A-Share Screening by Trading Range, Limit-Up History, and Rising MACD DEA

Summary

This stock screen combines a daily trading-range condition, a history of at least two apparent limit-up events in a 500-day window, and a rising MACD DEA line. Its stated aim is to find shares with noticeable price movement, prior sharp advances, and a strengthening technical signal. The article provides formulas and sample code for calculating the filters, then suggests ranking candidates by capital-flow strength.

The document offers no backtest, return data, or comparison against a benchmark. It acknowledges that technical filters alone do not capture company finances or broader market conditions, and recommends adding fundamental and other technical measures. The examples are not fully consistent: the written rule calls for range above 1%, while the sample code tests average range differently and appears to reject stocks when the DEA condition holds. The criteria therefore need careful validation and precise implementation before they can be evaluated as a strategy.

Key ideas

• The screen combines a price-range filter with at least two limit-up events over 500 days.
• It requires the MACD DEA line to rise across recent observations.
• The article suggests ranking qualifying shares by capital-flow strength.
• It provides no performance evidence and cautions against relying only on technical signals.
• Its formulas and sample code do not align completely, so implementation requires checking.

Tags

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