A-Share Screening with Intraday Volume, Price Range, and Gap-Up Signals
Summary
This A-share stock screen combines four daily conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and a low below the previous day's low. The article frames the range and volume filters as signs of active trading, the gap-up as a possible positive opening signal, and the lower low as a trend-related condition. It provides an indicator expression and sample Python logic for applying the rules.
No backtest, trade outcomes, or statistical support is presented, so the claimed interpretation of the conditions is not established by evidence in the document. The discussion notes that the screen emphasizes short-term technical behavior and may ignore fundamentals, longer-term trends, and broad market direction. Suggested refinements include adding valuation measures, sector rotation, or other complementary filters. The sample should be read as a screening recipe, not as a demonstrated profitable strategy.
Key ideas
- The screen requires amplitude above 1 and volume above 10,000 lots.
- It also selects stocks opening above the previous close while making a lower low than the prior day.
- The article interprets activity and opening behavior as potential signs of short-term opportunity.
- It offers sample formulas and code but provides no performance validation.
- Fundamental data, sector conditions, and overall market direction are identified as possible additions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.