A-Share Screening with RSI, Trading Volume Ratio, Range, and P/E
Summary
The document describes an A-share stock screen combining a 14-period RSI below 65, an estimated outer-to-inner trading volume ratio above 1.3, daily amplitude above 1%, and trailing price-to-earnings below 30. It explains the intended rationale: use RSI and the volume ratio as signals of market sentiment, amplitude to identify price movement, and valuation as an additional filter. It also gives formula and Python examples for calculating the conditions and selecting stocks.
No performance results or backtest evidence are reported. The post cautions that the indicators may not capture all market changes, that changing conditions can make the screen unsuitable, and that it may behave poorly during sharp rallies or selloffs. It suggests adding other filters, managing capital and risk, setting exit rules, and following entry and exit plans consistently. The volume calculation is an estimate based on price position within each bar, and the document does not establish that the thresholds are predictive or suitable across market regimes.
Key ideas
- The screen combines RSI below 65 with an estimated outer-to-inner volume ratio above 1.3.
- It also requires daily amplitude above 1% and trailing P/E below 30.
- The document provides formula and Python examples for applying the filters to A-shares.
- The post gives no performance evidence and warns that indicators can fail as market conditions change.
- It recommends supplementary filters, disciplined exits, and risk and capital management.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.