A-Share Screening with RSI, Order Flow, Robotics, and Market Cap

Summary

This Chinese-language post describes an A-share stock screen combining an RSI below 65 with an external-to-internal trading volume ratio above 1.3, a robotics concept classification, and circulating market capitalization below 10 billion yuan. It also discusses adding financial measures such as valuation ratios and profits. The rationale offered is to combine price and trading activity signals with an industry theme and a size constraint.

The post includes a Python example that filters for positive but limited 10-day price gains, checks RSI and the stated order-flow ratio, then screens for robotics exposure and market capitalization. It gives no portfolio returns, benchmark comparison, or systematic validation. The author notes that the approach may miss weak financial performance and cannot account fully for market or policy risks. The example's data-field assumptions and calculation of the order-flow ratio are not validated in the text, so implementation and backtest quality would need independent review.

Key ideas

• The screen combines RSI below 65 with an external-to-internal trading ratio above 1.3.
• It restricts candidates to robotics-related stocks with circulating market capitalization below 10 billion yuan.
• The code example adds a positive, bounded 10-day price change filter.
• The post recommends considering financial measures and market conditions alongside technical signals.
• No performance evidence is supplied, and the strategy may select companies with weak financials.

Tags

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