A Stock Screen Combining Amplitude, Large-Order Flow, and Control

Summary

This post describes a Chinese equity selection idea that combines daily price amplitude, a ranking based on net large-order volume, and a “today control” threshold above 21. It presents amplitude and order-flow measures as ways to find active stocks, while the control measure is intended to estimate remaining upside. The post also suggests adding technical and fundamental filters, adapting thresholds as conditions change, and applying risk controls and position sizing.

The evidence is a qualitative explanation and sample indicator and Python snippets, not a reported backtest or measured performance. The examples do not consistently implement the stated screen: the indicator formula and Python conditions introduce moving-average, volume, price, and low-price tests that differ from the headline criteria, and the code's data handling is not demonstrated. The author warns that indicators can lag and that relying on the control measure alone is limited. Treat the screen as an unvalidated idea requiring careful definition and testing.

Key ideas

• The proposed screen combines price amplitude, net large-order flow ranking, and a control threshold above 21.
• The post frames these measures as activity and potential-upside filters for Chinese stocks.
• It recommends adding other technical or fundamental factors and adapting the criteria to market conditions.
• The supplied examples do not consistently match the stated screen, and no performance evidence is reported.
• Lagging indicators and weak risk controls can undermine the approach.

Tags

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