A Stock Screen Combining Recent Gains, Afternoon Flow, and Moving Averages

Summary

This Chinese-language post outlines a stock-selection screen based on three conditions: a positive but limited ten-day price gain, net large-order inflow during the afternoon, and at least five moving averages converging. It describes selecting a stock universe, checking moving-average intersections, estimating intraday net flow, and placing a natural-language selection statement into a platform template for backtesting.

The post includes illustrative code, but the implementation is not sufficiently specified to reproduce the screen reliably. In particular, the moving-average intersection logic and intraday flow calculation are unclear, and the shown flow routine appears to download daily rather than minute-level data. The post reports no performance results, validation, or transaction-cost treatment. It is best read as a rough screening concept and platform workflow, not as evidence that the criteria predict returns.

Key ideas

• The proposed screen combines a positive, capped ten-day return with afternoon large-order inflow.
• It also seeks stocks whose five moving averages are clustered or intersecting.
• The post suggests implementing the conditions through a platform stock-selection template.
• The code and data intervals are unclear, and no backtest performance is reported.

Tags

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