A Stock Screen Combining Price, Range, and Moving-Average Conditions

Summary

This Chinese-language post outlines an A-share stock screen using daily price movement, a rising or diverging moving-average condition, and a specified share price. Its example code also filters by market and market capitalization, then calculates a five-day average from historical closes. The proposed idea is to select stocks showing a minimum daily range alongside a short-term technical signal, with price acting as an additional constraint.

The post provides no backtest results or performance evidence. Its implementation has apparent inconsistencies: the prose specifies a price of 18.5, while the title refers to 18, and the moving-average comparison in the sample may not match the stated upward-divergence condition. The author notes that the screen omits company fundamentals and broader market risk, and suggests adding financial or industry factors. The screen should therefore be treated as an informal example rather than a validated strategy.

Key ideas

• The screen combines daily price range, a short-term moving-average condition, and a target share price.
• The sample implementation adds market and market-capitalization filters.
• The post does not provide backtest results or evidence of profitability.
• Its written criteria and code appear to contain inconsistencies.
• Fundamental and market-wide risks are identified as omissions.

Tags

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