A Stock Screen Combining MACD, Low Price, and Institutional Buying

Summary

This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow conditions, with a sample volume-based proxy for institutional buying and a Python outline that refers to institutional holdings data.

The post cautions that institutional activity can be uncertain and that differences in institutions’ timing and position sizes may make results unstable. It suggests adding other flow measures, such as block trades and shareholder holdings, along with fundamental filters. The document offers no backtest, performance figures, or validation that its sample volume proxy identifies institutional purchases; the example code also notes that data interfaces may need adjustment.

Key ideas

• The screen selects stocks with MACD above zero and prices below 12 yuan.
• It adds institutional accumulation as a capital-flow filter and describes a volume threshold as a proxy.
• The proposed scan runs before the market opens each trading day.
• Institutional data may be uncertain, and differences in timing and trade size can make selections inconsistent.
• The post recommends adding other flow and fundamental measures, but supplies no performance evidence.

Tags

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