A-Share Stock Screen Using RSI, Order Flow, and KDJ Crossovers

Summary

This Chinese A-share screening idea combines three technical conditions: RSI below 65, an outside-to-inside trade-volume ratio above 1.3, and a newly formed bullish KDJ crossover, where the K line crosses above the D line. The post describes the combination as a way to seek stocks with moderate momentum, buying pressure, and an improving short-term trend. It also mentions fundamental, sector, and market-context checks as possible additions to the screen.

The material explains the crossover concept and gives sample Python-style selection logic, but it does not report a backtest, returns, or a defined portfolio construction process. Its own caveats include repeated KDJ crosses and the uncertain predictive value of short-term signals, as well as sensitivity to market and instrument conditions. It recommends adding risk controls such as stop-loss and profit-taking rules and comparing candidate strategies quantitatively. The example is a screening recipe rather than evidence of a profitable standalone strategy.

Key ideas

• The screen requires RSI below 65 and an outside-to-inside activity ratio above 1.3.
• It seeks a fresh bullish KDJ crossover, with the K line crossing above the D line.
• The post suggests adding fundamental, sector, and broader market context to technical filters.
• Repeated short-term KDJ crosses can make the signal unreliable.
• The document gives no backtest results and recommends explicit risk controls.

Tags

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