A-Share Screening with Price Range, Convertible Bonds, and Weekly Signals

Summary

This A-share screening rule combines a daily price-range threshold, the presence of an outstanding convertible bond name, and a weekly bullish-bar condition. The accompanying formula uses a high-low range calculation, a bond-name check, and moving-average and candle comparisons to form the screen. The Python example adds exclusions for certain listings and industries, checks bond and daily market data, and sorts selected stocks by market capitalization.

The article frames the rule as a short-term technical screen and warns that it omits company fundamentals, so any opportunity may be temporary and carry substantial risk. It suggests adding valuation or other fundamental filters. The examples do not provide backtest results or evidence that the rule is profitable, and the written description, formula, and Python implementation do not clearly align on the time frame or meaning of each condition. Treat it as an illustrative screening recipe requiring validation and careful data checks.

Key ideas

• The screen combines a price-range filter with a convertible-bond condition and a bullish weekly signal.
• The formula and Python example implement related conditions with differences that need reconciliation.
• The article characterizes the approach as technical and short term, with no fundamental analysis.
• It suggests adding valuation measures, but provides no performance evidence for the proposed rules.

Tags

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