A-Share Screening with Price Range, Recent Lows, and Volume

Summary

This note presents an A-share stock screen combining a daily trading-range threshold, at least one limit-up session in the prior 25 days, and current volume above its 21-day average. Its sample formulas also add a condition that the current low is close to the lowest low over 30 days, so the executable example is more restrictive than the initial three-part description. The rules are intended to identify active stocks with recent strong price action and a price near its recent lows.

The document gives indicator formulas and a Python example, but reports no backtest, return, or comparison evidence. It cautions that historical signals may not predict future results, that control or volume activity may be temporary, and that trading complexity and costs require attention. The code and formulas should be checked carefully: the formula’s references to counts are unclear, and the Python example includes an extra condition beyond the stated screen. The author suggests combining technical and fundamental analysis and setting risk controls.

Key ideas

• The screen requires a daily high-low range greater than one percent and a limit-up day within the previous 25 sessions.
• It also compares current volume with its 21-day average as a proxy for elevated trading activity.
• The Python example adds a condition placing the current low near the lowest low over 30 days.
• The document offers no performance results and warns that historical signals and current activity may not persist.
• The example formulas need review because their conditions do not fully match the stated screen.

Tags

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