A-Share Stock Screening with RSI, Order Flow, and Rising KDJ

Summary

This article outlines a Chinese A-share stock screen combining a relative strength index below 65, an external-to-internal trading volume ratio above 1.3, and a rising KDJ K line over successive observations. Its example also restricts candidates to a specified circulating market-value range. The article provides formula and Python sketches for calculating or retrieving the conditions, though the title and body differ on the ratio threshold, and the examples use data fields and calculations that may not match across platforms.

The proposed rationale is to combine technical readings with a measure intended to reflect buying and selling pressure. The article identifies KDJ lag and abrupt market changes as limitations, and suggests adding other indicators or macro and industry context, then reviewing the screen periodically. It supplies no backtest or evidence that these filters predict returns. The screen should therefore be understood as an unvalidated selection recipe, with data definitions, timing, and implementation requiring careful verification.

Key ideas

• The stated screen uses RSI below 65 and an external-to-internal volume ratio above 1.3.
• It selects stocks with a KDJ K line rising across successive observations.
• The example code adds a circulating market-value range filter.
• The article notes that KDJ can lag and the screen may not adapt quickly to sharp market changes.
• No performance evidence is provided, and the article's title and body differ on the ratio threshold.

Tags

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