A-Share Screening with RSI, Order-Book Volume, and Indicator Crossovers

Summary

This A-share screening method combines a relative strength index threshold with order-book volume and simultaneous bullish crossovers. It selects stocks with RSI below 65, bid-side volume greater than ask-side volume, and bullish conditions across MACD, KDJ, and DMI. The example rules add thresholds and directional comparisons for these indicators, such as MACD above its signal line and positive, and the KDJ and DMI components showing bullish alignment.

The post explains that the RSI condition is intended to avoid more overextended readings, the bid-versus-ask volume comparison is treated as a positive sentiment signal, and multiple crossovers are used to identify potentially strengthening price trends. It provides formula and Python examples, but no backtest, performance results, or evidence that the filters predict returns. The approach is technical only: it may miss short-term changes and does not assess company fundamentals. The author suggests adding fundamental analysis and other screening criteria; future performance is uncertain.

Key ideas

• The screen requires RSI below 65 and bid-side volume greater than ask-side volume.
• It combines bullish MACD, KDJ, and DMI conditions to select stocks.
• The post interprets the combined signals as evidence of relative strength, without presenting performance tests.
• The rules omit company fundamentals and may not respond quickly to short-term market changes.

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