Chinese Stock Screen for Volatility, Recent Price Strength, and Weekly MACD

Summary

This Chinese-language post describes a stock-selection screen combining a price-range condition, a recent large daily gain, and weekly MACD above zero. Its intended effect is to find volatile shares with signs of recent strength and a positive technical backdrop. The post includes example formulas for translating the conditions into indicator code, though some formula components are placeholders and the code does not fully implement the proposed refinements.

The author notes that the screen omits company fundamentals and that a positive weekly MACD alone may not establish a favorable technical setup. Suggested improvements include adding financial measures, combining other indicators, and adjusting the rules as market conditions change. The document provides no backtest results, trading outcomes, or detailed execution and risk rules, so it explains a screening idea rather than demonstrating that it is profitable. Its discussion is framed around Chinese stock-market platforms and does not establish applicability to other markets.

Key ideas

• The screen combines a price-amplitude condition, a recent large daily gain, and weekly MACD above zero.
• The post presents example code, but parts for fundamental and additional technical filters remain placeholders.
• The author identifies missing fundamental analysis and reliance on MACD as limitations.
• No backtest or trading performance evidence is provided.

Tags

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