A Stock Screen Using Price Amplitude, Large-Order Flow, and Weekly Momentum

Summary

This Chinese-language post describes a stock selection screen combining price amplitude above 1, positive large-order net volume for more than three consecutive days, and a positive weekly histogram. The accompanying explanation treats the weekly signal as a way to identify stronger longer-term price direction, while amplitude and order flow are used as clues about market sentiment and capital flows. It also gives example calculations for a rolling three-day net-volume measure and an EMA-based histogram.

The post provides no backtest, performance figures, or evidence that the conditions predict returns. Its own caveats are that the screen relies heavily on technical indicators and sentiment, omits fundamentals and longer-term industry prospects, and uses a weekly histogram that may be difficult to define consistently. The sample implementation also does not clearly establish that its calculations match the stated consecutive-day and weekly conditions, so those definitions would need careful validation before use.

Key ideas

• The screen combines amplitude above 1 with positive large-order net volume over more than three consecutive days.
• A positive weekly histogram is included as a longer-term trend filter.
• The post suggests adding market and industry context alongside technical signals.
• It warns that indicator-driven selection leaves fundamentals and industry prospects underexamined.

Tags

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