A Stock Screen Using Weekly MACD, Daily Range, and Large-Order Flows

Summary

This article proposes screening stocks for a daily price range above one percent, a weekly MACD reading above zero with a bullish signal relationship, and a large absolute product of daily percentage change and a measure of net large-order flow relative to market value. It presents the approach as a way to combine price trend, market activity, and capital flows. Indicator formulas and sample data-processing logic are included, but no backtest, trade records, or performance results are reported.

The post warns that the screen ignores company fundamentals and cannot account for unpredictable market moves. It suggests combining the technical and flow filters with valuation, company size, and other measures, as well as adding risk controls. The examples use specific data fields and sampling periods, so their calculations and alignment would need to be checked before drawing conclusions or deploying the screen.

Key ideas

• The proposed screen combines a daily range threshold with weekly MACD conditions.
• It also filters on daily price change scaled by normalized large-order net flow.
• The post provides formula and data-processing examples but no performance evidence.
• The author identifies missing fundamental analysis and calls for broader screening and risk controls.

Tags

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