A-Share Stock Screening with Price, Order-Book, and Growth Filters

Summary

This document describes an A-share stock screen combining price movement, a fixed closing price, and order-book imbalance. It expands the initial conditions with reported net-profit growth, a market-cap ceiling, and a trading-volume threshold. The stated rationale is to seek volatile shares at a selected price while favoring stronger displayed buying interest, then add growth and liquidity criteria.

The post also provides indicator-formula and Python examples and recommends adding fundamentals such as valuation and return on equity. It gives no backtest, performance results, or evidence that these filters predict returns. Several details appear inconsistent or potentially difficult to implement as written: the title and body differ on the price level, and the code includes conditions that do not map cleanly to the described screen. Displayed bid and ask volume can also be an incomplete signal of actual value or future price direction. The strategy is presented as adjustable, not validated.

Key ideas

• The proposed screen combines price amplitude, a specified closing price, and greater bid-side than ask-side volume.
• The expanded conditions include profit growth, a market-cap limit, and a minimum volume threshold.
• The author recommends incorporating broader fundamental and liquidity measures for more complete screening.
• The document provides code examples but no evidence of historical or live performance.

Tags

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