A-Share Screening with Moving Average Crossovers and Morning Price Limits

Summary

This post outlines a short-term Chinese stock screen combining price movement, technical signals, and an opening-session constraint. It selects stocks with amplitude above 1, simultaneous crossovers among three moving averages, and a 9:25 price change below 6%, then refers to capital-flow ranking as an additional filter. The examples express the conditions in platform formulas and Python, though the implementations do not fully match each other.

The post gives no backtest results or evidence that the screen is profitable. It warns that relying heavily on technical indicators and tight timing or price limits can narrow the candidate set and miss attractive stocks. It suggests adding company fundamentals, such as profitability measures, and adjusting the time filters to market conditions. The screening rules are therefore a starting specification rather than a validated strategy; the post also does not clearly define the amplitude calculation or reconcile the differing crossover and price-change logic in its examples.

Key ideas

• The screen combines amplitude, three moving-average crossover conditions, and a limit on the 9:25 price change.
• A capital-flow ranking is included in the platform formula as an additional selection condition.
• The post provides sample formulas and code but no backtest results or performance evidence.
• The formula and code examples use different crossover details, so their signals may not agree.
• The author identifies narrow coverage and the absence of fundamental analysis as limitations.

Tags

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