Chinese Stock Screen Combining Volatility, Large-Order Flow, and Price

Summary

This screening idea selects Chinese stocks with daily amplitude above a threshold, positive large-order net volume for at least three consecutive days, and a share price below a stated ceiling. The explanation treats amplitude as a volatility measure and large-order flow as a signal of capital activity, with the price filter intended to focus on lower-priced shares. It suggests adding fundamentals such as profit growth, revenue growth, and cash flow, along with trend filters and separate price bands.

The article acknowledges that technical and flow indicators can change and that a limited set of metrics cannot establish a company's underlying value. It provides formula and Python examples, but does not present backtest results, explain the large-order measure in depth, or specify trading and risk-management rules. The code examples do not fully align with the prose description, so the screen is best read as an unvalidated selection concept rather than evidence of a profitable strategy.

Key ideas

• The screen combines elevated price amplitude, positive large-order net volume across multiple days, and a low share-price ceiling.
• The article interprets the flow and amplitude conditions as technical and capital-activity signals.
• It suggests adding growth, cash-flow, and trend measures to broaden the selection criteria.
• The method has no reported performance evidence, and the code examples do not fully match its prose.

Tags

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