A-Share Stock Screen Using RSI, Order Flow, and Daily Lows

Summary

The document outlines a Chinese A-share stock screen combining RSI below 65, an external-to-internal trading volume ratio above 1.3, and a current-day low below the previous day’s low. It presents the volume ratio as a sign of stronger buying interest and interprets the RSI threshold as avoiding an overbought condition. It also discusses adding company financial data and other technical indicators for a broader assessment.

The accompanying example extends the screen with a return-on-equity check, a recent positive but limited price move, and live quote data. However, the code’s data sources, field meanings, and calculations are not validated in the text, and it does not report backtest or live results. The author notes that technical filters can select companies with weak fundamentals and suggests considering financial quality and market context. The criteria therefore describe a screening idea, not evidence of predictive performance.

Key ideas

• The core screen combines an RSI ceiling, a minimum external-to-internal volume ratio, and a lower current-day low.
• The example code adds a return-on-equity condition and recent price-change filters.
• The document recommends combining technical signals with company financials and market context.
• No backtest or live performance evidence is reported, and the data implementation is unverified.

Tags

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