A-Share Screening with Morning Star, Amplitude, and Volume Ratio

Summary

This Chinese-language post describes an A-share screening rule that combines daily price movement, a morning-star candlestick condition, and relative trading volume. The stated rule selects stocks with amplitude above one, a volume ratio above 1.5 and below 6, and a morning-star pattern. Its sample Python logic also excludes some listings and applies market-value and price checks, while a helper function approximates the candlestick condition using recent opens, closes, and moving averages.

The post offers no backtest, measured returns, or comparison with a benchmark; its claims about potential are not supported by reported evidence. The author notes that the screen relies on historical market data and may miss news, fundamentals, and industry developments. It suggests other indicators as possible additions and advises caution with short-term technical filters. The title and prose contain an apparent discrepancy about the volume threshold, so the explicit final rule is the clearest description of the intended filter.

Key ideas

• The screen combines price amplitude, a morning-star pattern, and a bounded volume-ratio filter.
• The sample implementation adds listing, market-value, and recent price checks.
• The morning-star helper uses recent price relationships and moving-average comparisons.
• The post reports no performance test or evidence that the screen predicts future returns.
• Historical technical filters can omit news, company fundamentals, and industry conditions.

Tags

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