A-Share Screening with RSI, Order-Flow Ratio, and Regional Exclusion

Summary

This post presents a proposed Chinese A-share screen using RSI below 65, an external-to-internal trade-volume ratio above 1.3, and exclusion of Beijing-listed stocks. It also describes a 10-day price-change filter in the Python example, retaining stocks with positive gains below 35%. The accompanying discussion recommends adding fundamental and industry measures, such as valuation and profitability, to broaden the analysis.

The article supplies illustrative code using market-data functions and explains the intended filtering sequence, but it gives no backtest results or evidence that the criteria predict returns. Some implementation details and data-field assumptions may depend on the data provider, and the post’s explanation of geographic risk is an assertion rather than demonstrated analysis. The screen is therefore best read as an example of combining technical filters and regional exclusions, with the stated caveat that technical inputs alone omit fundamental and industry context.

Key ideas

• The proposed screen requires RSI below 65 and an external-to-internal trading ratio above 1.3.
• It excludes Beijing stocks and the code additionally filters recent price changes.
• The author suggests adding valuation, profitability, and industry comparisons.
• The post provides example screening logic but no backtest evidence for its effectiveness.

Tags

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