Chinese Stock Screen for Limit-Down Opens and Three-Day Runs

Summary

This Chinese-language post describes an A-share stock screen combining price activity, a prior-session limit-down reference at the 9:15 matching price, and a three-day consecutive limit-up run. Its final stated selection logic adds a relative-volume threshold above two. The accompanying formula and Python-style example express these conditions and suggest sorting selected names by a heat ranking.

The post frames the setup as a way to find active, popular stocks that may be under short-term pressure, but it does not provide backtest results or define all platform-specific fields precisely. It flags that relying on technical filters can miss fundamentally strong but quiet stocks, and that identifying consecutive limit-up events may be uncertain. It suggests adding indicators, volume checks, and fundamental screening, while warning that the example code may need modification. The material is a screening recipe rather than evidence of a profitable strategy.

Key ideas

• The screen combines a price amplitude condition with a prior-session 9:15 matching-price limit-down condition.
• It requires a three-session consecutive limit-up run and adds a relative-volume filter above two.
• The example ranks qualifying stocks by a heat measure, but reports no performance evidence.
• The post notes that technical-only screening can miss quieter stocks and may misclassify consecutive limit-up patterns.
• It suggests supplementing the filters with other indicators and fundamental information.

Tags

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