A-Share Screening with RSI, Order-Flow Ratio, and Float Market Value

Summary

This Chinese-language post describes an A-share stock screen combining three conditions: a 14-period RSI below 65, an outer-to-inner trading volume ratio above 1.3, and circulating market value between 5 billion and 10 billion yuan. It outlines a screening query and a Python example intended to identify stocks meeting the criteria. The ratio is framed as a measure of buying versus selling activity, while the market-value band narrows the eligible universe.

The post offers no backtest, returns, benchmark comparison, or evidence that the screen predicts future performance. It acknowledges that technical criteria may overlook companies with strong fundamentals and that timing can prevent expected gains; it suggests adding fundamental and event-related factors and planning trades carefully. The code's calculation and data fields may not match the query's stated order-flow measure, so the implementation and data definitions would need validation before results are trusted.

Key ideas

• The screen requires 14-period RSI below 65 and an outer-to-inner volume ratio above 1.3.
• It restricts candidates to circulating market value between 5 billion and 10 billion yuan.
• The post provides both a query outline and a Python screening example.
• It warns that technical filters and poor timing can exclude suitable firms or fail to deliver expected returns.
• No historical performance evidence is reported, and the sample calculation requires validation against the stated measures.

Tags

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