A-Share Stock Screen Using Price, Amplitude, and a Weekly Moving Average
Summary
The document proposes an A-share stock screen combining daily price amplitude, a specified share-price level, and a weekly close above its 30-week moving average. It presents the rules as a way to combine volatility, a price filter, and a trend signal. It also includes example indicator logic and a Python outline that fetches stock data, applies additional eligibility and price-movement checks, and ranks selected names using money-flow data.
No backtest, return series, or evidence of predictive performance is provided. The article itself warns that the screen relies mainly on technical information and omits company fundamentals, and that moving-average signals can be affected by price fluctuations. The example code adds conditions beyond the stated core screen, so its output may not correspond exactly to the headline rules. The price threshold is described inconsistently, and the article recommends testing additional indicators and fundamental measures rather than treating the screen as a complete strategy.
Key ideas
- The core screen combines daily amplitude, a fixed share-price condition, and a weekly close above its 30-week moving average.
- The accompanying Python outline applies further listing, trading, price-change, and money-flow filters.
- The article identifies the lack of fundamental analysis as a limitation.
- It provides no performance evidence, and the sample implementation includes criteria beyond the stated screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.