A-Share Stock Selection with Range, Volume, Gap, and Force Index Filters

Summary

This Chinese-language post describes a technical stock screen for mainland China equities. It looks for stocks with daily price amplitude above 1, trading volume above 10,000 lots, an open above the prior close, and a Force Index condition intended to identify an upward move starting. The accompanying formula and Python example illustrate versions of these filters, though their condition details are not fully consistent: the formula checks a positive Force Index after a negative prior value, while the Python uses a two-day calculation and different crossing comparisons.

The post frames range, volume, and a higher open as signs of activity and market sentiment, and the Force Index turn as a trend signal. It warns that the trend-start judgment can be noisy and may select false breakouts or range-bound stocks. It suggests adding other indicators and fundamental checks, but supplies no backtest results, risk-adjusted performance, or evidence that the proposed additions improve the screen.

Key ideas

• The screen combines price amplitude, trading volume, a gap-up open, and a Force Index signal.
• The stated thresholds are amplitude above 1 and volume above 10,000 lots.
• The formula and Python example implement the Force Index condition differently.
• The post identifies false breakouts and sideways markets as potential sources of selection error.
• No performance evidence is provided for the screen or suggested refinements.

Tags

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