A-Share Screening with RSI, Order-Flow Ratio, and Price Change

Summary

This Chinese-language post describes a stock screen for A-shares using a 14-period RSI below 65, an outer-volume to inner-volume ratio above 1.3, and a daily price change bounded between -5 and 2.6 percent. It also includes a circulating market-cap range in its code example. The intended rationale is to combine a technical indicator, a proxy for buying versus selling activity, and a limited price-change range to find shares with active trading and moderate recent movement.

The post supplies sample query and Python implementations, but they are not fully consistent: the SQL condition requires the price change to be below -5 while also below 2.6, unlike the stated bounded interval and Python conditions. The Python code also derives inner and outer volume from quote fields, so the ratio depends on the quality and interpretation of those data. The author warns that short-term auction sentiment can shift suddenly and that activity may not persist, and suggests adding other indicators and reviewing the screen regularly. No backtest or performance evidence is provided.

Key ideas

• The proposed screen combines RSI below 65, an outer-to-inner volume ratio above 1.3, and a bounded price-change filter.
• The post's stated price-change interval is greater than -5 percent and less than 2.6 percent.
• The SQL sample contains a price-change condition that conflicts with the stated interval and the Python example.
• The author cautions that short-term sentiment and trading activity may change quickly.
• The document provides no backtest results to establish the screen's effectiveness.

Tags

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