Skip to content
All library documents

A-Share Screening with RSI, Order-Flow Ratio, and Rising DEA

Article SuperMind
Read the original

Summary

This A-share screen combines a 14-period RSI below 65, an external-to-internal trading volume ratio above 1.3, and a rising MACD DEA line. The article presents the conditions as a way to combine technical signals with a measure of trading activity. Its sample formulas and Python outline also exclude ST and delisting stocks, calculate MACD, and include additional conditions such as a recent high and a DEA/DIF crossover.

The post warns that MACD can lag and that indicator settings affect results. It also notes that relying on technical and liquidity measures leaves company fundamentals out of the analysis. The formulas and prose are not fully consistent about the screening rules, and the article provides no backtest or performance evidence. The criteria should therefore be treated as a proposed screen rather than a validated strategy.

Key ideas

  • The stated screen requires RSI below 65, an external-to-internal volume ratio above 1.3, and a rising DEA line.
  • The examples add exclusions for ST and delisted stocks.
  • The sample formulas include further conditions that are not stated consistently in the prose.
  • The article identifies MACD lag and missing fundamental analysis as limitations.
  • No backtest results or evidence of trading performance are provided.

Tags

EquitiesChina marketsTechnical indicatorsMomentum

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