A-Share Screening with Positive MACD, Rising Averages, and Auction Value

Summary

This A-share stock screen combines a positive MACD reading with an upward-moving average condition, then ranks candidates by the day’s auction amount and selects the top five. The article frames auction value as a possible sign of buying interest: stocks with higher amounts may be attracting stronger market attention. It also provides reference formulas for MACD and a five-day moving average, along with sample Python-style filtering logic.

The article gives no backtest, performance statistics, or evidence that the ranking predicts returns. It warns that five stocks may miss other opportunities and that rankings based on live data can become stale. Its code and descriptions also leave implementation details unclear, including how auction amount is obtained and how the stated moving-average divergence condition is represented. The screen is therefore a selection example, not a validated trading system; any use would require checking data definitions, timing, and results independently.

Key ideas

• The screen requires MACD to be above zero and a rising moving-average condition.
• Candidates are ranked by auction amount, with the five highest-ranked stocks selected.
• The article treats larger auction amounts as a possible indicator of buying interest.
• The author cautions that a five-stock list may omit opportunities and become stale as data changes.
• No performance test or evidence of predictive returns is provided.

Tags

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