A Short-Term A-Share Screen Using Volatility, Large Orders, and Limit-Ups

Summary

This community post proposes a short-term Chinese stock screen combining price amplitude, ranking by net large-order flow, exclusion of ST-designated shares, and a limit-up-related condition. It describes selecting stocks before 10 a.m. and references a five-day gain ranking, alongside turnover and daily price checks in its example code. The post also suggests adding fundamental, macroeconomic, industry, and market-theme information to refine selection.

The author characterizes the rules as simple and easy to apply, while acknowledging that their reliability is uncertain and that they depend heavily on market conditions and short-term technical signals. No backtest results or precise validation are provided. The displayed formulas and code do not cleanly match every stated screening rule, so the implementation is ambiguous; the strategy should be treated as an outline rather than a fully specified, reproducible system.

Key ideas

• The proposed screen combines price amplitude, large-order net flow, ST status, and limit-up behavior.
• The post presents the method as a short-term stock selection approach tied to market activity and themes.
• It recommends adding fundamental and macroeconomic information to broaden the analysis.
• The rules lack clear validation, and the shown code does not fully align with the written conditions.

Tags

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