A-Share Screening with Morning-Star Patterns and Auction Volume

Summary

This document describes a short-term A-share stock screen combining price movement, a candlestick pattern, and trading activity. It looks for amplitude above 1, a condition labeled as a Kute Intelligent morning star, and a range for yesterday’s turnover rate multiplied by today’s auction volume relative to yesterday’s volume. The post frames the combination as a way to capture both technical signals and market sentiment.

It also gives indicator-formula and Python examples, but their calculations do not consistently match the stated rule: the Python excerpt uses daily volume ratios and additional price checks, while the formula includes other indicators. The post offers no backtest or performance evidence. It cautions that the screen focuses on technical and market behavior, omits fundamentals and valuation, and may select volatile stocks; it suggests adding company and industry considerations.

Key ideas

• The proposed screen combines price amplitude, a named morning-star pattern, and an auction-volume/turnover condition.
• It is intended for short-term speculative stock selection.
• The accompanying formula and Python examples do not clearly implement the same stated conditions.
• The post provides no performance testing and warns that technical filters can select volatile stocks while overlooking fundamentals.

Tags

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