An A-Share Screen for Intraday Range, Convertible Bonds, and a Reversal Pattern

Summary

This A-share screening proposal combines an amplitude threshold above 1, a requirement that the outstanding convertible-bond name field is nonempty, and a same-day candlestick reversal condition described as a morning star. The document says to rank qualifying stocks by market capitalization, and includes formula and Python examples that attempt to encode the conditions. Its code describes the pattern through a sequence of recent price moves and filters securities using additional market and listing criteria.

The material gives no backtest or other performance evidence. It warns that the morning-star signal can be unreliable, especially during fast market changes or after a sharp rise, and that the screen omits broader fundamentals. The examples also appear inconsistent: the formula and prose center on convertible-bond information, while the Python code applies several additional filters that are not clearly equivalent. The exact amplitude definition, bond-field meaning, signal timing, and code behavior should be checked before treating the screen as reproducible.

Key ideas

• The proposed screen combines an amplitude condition, a nonempty convertible-bond field, and a candlestick reversal signal.
• Qualifying stocks are to be ranked by market capitalization.
• The document describes the morning-star condition as a possible reversal signal but notes that it can fail.
• The code and prose include differing or additional filters, so the implementation is not fully consistent.
• No backtest results or evidence of profitability are provided.

Tags

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