Chinese Stock Screen for Range, Volume, and Gap-Up Conditions

Summary

This screening idea selects Chinese A-shares with intraday amplitude above 1, excludes Beijing-listed shares, requires current volume above 10,000 lots, and favors stocks opening above the prior close. The article also sketches indicator and Python implementations, including volume comparisons and conditions involving the day’s high and opening price. It proposes ranking candidates by volume.

Key ideas

• The screen combines intraday price range, trading volume, listing venue, and opening direction.
• It excludes Beijing A-shares and requires current volume above 10,000 lots.
• The article identifies gap-ups as uncertain because an opening rise may not persist.
• It warns that short-term technical filters can be distorted by sharp price moves and ignore fundamentals.
• The proposed code is illustrative, and the article provides no backtest or measured results.

Tags

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