A-Share Screening with RSI, Order-Flow Ratio, and Short-Term MACD

Summary

This A-share stock selection example combines three signals: a 14-period RSI below 65, estimated external trading volume exceeding internal volume by a stated ratio threshold, and a shortening MACD histogram on a 15-minute chart. The post presents the rules as a short-term technical screen and includes indicator formulas and sample Python logic for collecting data, filtering stocks, and checking the latest MACD bars.

The accompanying code adds filters beyond the headline rules, including a moving-average trend check and exclusions for special-treatment and delisting status. The article warns that a technical-only screen can omit company fundamentals, that random price movement and trading costs may erode returns, and that short-term MACD signals can be unstable or mistimed. It proposes adding broader market and industry context and improving risk controls, but supplies no backtest results or evidence that the screen is profitable; its code and indicator definitions also leave implementation details to verify.

Key ideas

• The screen requires RSI below 65 and an external-to-internal volume ratio above the stated threshold.
• It uses a shortening MACD histogram on a 15-minute interval as a short-term signal.
• The sample implementation adds trend and listing-status filters beyond the headline conditions.
• The article identifies omitted fundamentals, trading costs, random price changes, and unstable timing as risks.
• No measured performance evidence is provided.

Tags

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