A Stock Screen Using Price Range, Exact Price, and Weekly Candles

Summary

This post describes a stock screen using three conditions: daily amplitude above one percent, a closing price of 18.5 yuan, and a bullish weekly candle. It presents the weekly candle as a sign of upward movement and proposes sorting selected stocks by trading value. The post also suggests combining the screen with additional technical or fundamental measures and using stop-loss and take-profit rules to manage risk.

Illustrative indicator logic and Python are included, but the implementation has inconsistencies. The title gives a different price from the body, the code tests a weekly data series using a single trade date, and the sorting example refers to a field that is not clearly populated. The post supplies no backtest, sample performance, or evidence that the conditions predict returns. Its explanation is therefore a rough screening example, with practical meaning dependent on resolving the price and data-definition ambiguities.

Key ideas

• The proposed screen combines daily amplitude, an exact closing-price condition, and a bullish weekly candle.
• The post suggests sorting candidates by trading value and adding other filters.
• The title and body disagree on the specified price.
• The code has data and sorting inconsistencies, and no backtest results are given.

Tags

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