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A-Share Screening with Trading Range, Main-Fund Flow, and Positive MACD

Article SuperMind
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Summary

This A-share stock screen selects shares with a daily trading range above a stated threshold, positive estimated main-fund flow on the prior day, and MACD above its zero line. The MACD condition is intended to identify stocks with positive trend momentum, while the range and flow filters add measures of price activity and buying pressure. The article includes indicator formula references and an illustrative screening outline, but does not provide a backtest or performance evidence.

The author notes that the approach relies on technical data and may omit valuation, profitability, asset quality, and other fundamental considerations. MACD and estimates of main-fund flow should be interpreted alongside price action and trading volume; their signals can be incomplete. Suggested refinements include adding fundamental filters and combining MACD with other indicators such as KDJ or RSI. The source does not establish that these additions improve results.

Key ideas

  • The screen combines a minimum daily price range, positive prior-day main-fund flow, and MACD above zero.
  • The MACD filter is presented as a way to focus on stocks with positive trend momentum.
  • The article provides indicator formulas but no backtest evidence for the combined screen.
  • Technical signals may omit fundamental information and require context from price action and volume.
  • Possible refinements include adding fundamental criteria or other technical indicators.

Tags

EquitiesTechnical indicatorsMomentumChina markets

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