A-Share Stock Screen Using Price Range, Convertible Bonds, and Bar Count

Summary

The document presents an A-share stock screen based on a price-range threshold, the presence of an outstanding convertible bond name, and a condition involving fewer than 20 bars. It frames the range and bar-count filters as ways to find active stocks and short-term opportunities. It also supplies example formula and Python implementations and suggests adding valuation or other fundamental measures because the screen omits company financial quality.

The examples do not consistently implement the stated criteria. The formula checks whether the current high-low range exceeds one percent of the high, but its bond-name condition also excludes certain codes; the Python sample instead tests bond data and compares a daily range with a threshold using the latest high. Its bar-count logic counts consecutive declines, which is not clearly equivalent to a bar period below 20. The document offers no performance results or validation, and the selection rules should be clarified before use. It also does not explain why bond presence is intended to predict stock behavior.

Key ideas

• The proposed screen combines a daily price-range condition, convertible-bond availability, and a bar-count filter.
• The accompanying formula and Python example do not clearly implement the same selection rules.
• The Python bar-count condition tracks consecutive declining closes rather than an explicitly defined lookback period.
• The author identifies the absence of fundamental company measures as a limitation.
• No backtest or evidence of returns is reported.

Tags

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