A Stock Screen Combining Intraday Flow, Range, and a KDJ Golden Cross

Summary

This document describes an equity screening rule that combines a daily price-range condition, afternoon large-order net inflow, and a newly formed KDJ golden cross. It frames the range condition as a volatility signal, the flow condition as evidence of buying activity, and the indicator crossover as a possible sign of upward momentum. Formula and Python examples are included as implementation references, although the example code’s data fields and calculations are not fully explained or validated.

The screen is presented as a way to identify short-term candidates, but the document offers no performance results or backtest evidence. It warns that the selection relies on a small set of short-horizon indicators and omits longer-term market direction and company fundamentals. It suggests adding other technical measures, testing the rules historically, and applying risk controls; any selected stocks would still require further analysis.

Key ideas

• The screen requires a price range above its stated threshold, afternoon large-order inflow, and a newly formed KDJ crossover.
• The author interprets the three conditions as signals of volatility, buying pressure, and possible upward momentum.
• The document includes formula and Python examples, but it does not demonstrate that they produce reliable selections.
• The rules omit longer-term market conditions and fundamental analysis.
• The document recommends backtesting, further indicator analysis, and risk controls before use.

Tags

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