A-Share Stock Screening with RSI, Order-Flow Ratio, and Auction Buys

Summary

This A-share stock screen combines RSI below 65 with a ratio of external to internal trading volume and buying activity from large and extra-large orders during the opening auction. The description interprets the RSI as a check against overbought conditions and the volume ratio and auction orders as signs of buyer interest. It also recommends considering company fundamentals, industry conditions, and broader market trends alongside these signals.

The article warns that technical and flow measures can omit important information about company quality and market direction. Its headline says the volume ratio should exceed 1, while the body specifies a threshold above 1.3; the auction-buy threshold also varies between the prose and the code example. The data and signal definitions are not standardized in the text, and no backtest results or performance evidence are reported. The screen is therefore presented as an idea requiring validation and adaptation, not as a demonstrated profitable strategy.

Key ideas

• The screen combines RSI below 65 with an external-to-internal volume ratio and opening-auction buying by large orders.
• The body specifies a volume-ratio threshold above 1.3, although the headline gives a different threshold.
• The article treats order flow as a sentiment and buying-pressure signal, not as a complete assessment of a company.
• It recommends adding fundamental, industry, and broad-market analysis.
• The signal definitions and code thresholds are inconsistent, and no performance evidence is provided.

Tags

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