A-Share Stock Screening with RSI, Order Flow, and Turnover Filters

Summary

The post outlines a Chinese A-share stock screen combining a 14-period RSI below 65, an external-to-internal trading volume ratio above 1.3, and a further filter involving price movement, turnover, or large-order activity. It includes example indicator and Python logic for retrieving stock data, calculating candidate filters, and listing stocks that pass. The stated purpose is to identify shares with moderate RSI readings and comparatively stronger buying-side activity, then use the result as a starting point for further analysis.

The post itself warns that relying heavily on single-day volume can make signals lag and that selected stocks may reverse. It recommends checking data quality and evaluating candidates against an investor’s broader strategy. The explanation and code are not fully aligned: the heading gives a different ratio threshold, and the narrative, formula, and sample calculations describe the final activity filter differently. No historical performance, transaction-cost analysis, or validation results are supplied, so the screen should be treated as an illustrative selection rule rather than a tested trading strategy.

Key ideas

• The screen combines an RSI ceiling with an external-to-internal volume ratio filter.
• The post adds a further condition related to price change, turnover, or large-order activity.
• The sample logic retrieves A-share market data and filters stocks before listing candidates.
• The author warns that single-day volume measures may lag and selected stocks can reverse.
• Thresholds and descriptions differ across the title, explanation, formula, and code, and no performance validation is given.

Tags

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