A-Share Screening with Price Amplitude, Curved Movement, and Order-Book Imbalance

Summary

This note describes a short-term A-share screen combining price amplitude above 1, a rounded or arc-shaped price pattern, and first-level bid volume greater than ask volume. The stated rationale is that amplitude may indicate trading activity, the rounded shape may reflect relatively gradual movement around an average, and greater bid volume may signal stronger buying pressure. It also provides an indicator formula reference using a three-percent close-to-prior-close rise, a 50-period price-range position, and bid-versus-ask volume as operational conditions.

The document supplies no backtest, performance evidence, or precise definition of the “arc-shaped” condition beyond its formula reference. It cautions that technical-only screening can miss company fundamentals and that individual indicators can produce false signals. It suggests adding other indicators, such as KDJ, and adapting the screen to market conditions. The Python implementation is left unspecified, so the strategy is presented primarily as a screening concept rather than a fully reproducible system.

Key ideas

• The screen combines amplitude above 1, a rounded price pattern, and first-level bid volume exceeding ask volume.
• The accompanying formula uses a close-to-prior-close threshold and a 50-period price-range calculation as proxies for parts of the screen.
• The author interprets stronger bid volume as a possible sign of increasing buying pressure.
• The note warns that technical conditions can generate false signals and omit fundamental information.
• The Python implementation is not provided, and no performance test is reported.

Tags

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