Chinese Stock Screen Using Amplitude, KDJ Crossovers, and Price

Summary

This post describes a Chinese stock screen that selects shares when the daily high-low range exceeds 1% of the low, the KDJ J line has just crossed above D, and the closing price equals 18.5 yuan. It includes example indicator formulas and Python logic for calculating the conditions, then placing qualifying stocks in a candidate pool.

The author presents larger amplitude as a source of opportunity and interprets the KDJ crossover as improving sentiment, while treating the specified price as a possible technical level. No performance evidence is provided. The post cautions that the screen omits company fundamentals and corporate events, and that prices could revert. It suggests adding fundamental, market-cap, and other technical measures. The exact-price condition is restrictive, and the discussion does not establish that the proposed signals predict returns or control risk.

Key ideas

• The screen combines a daily amplitude threshold with a newly formed KDJ J-over-D crossover.
• It also requires the closing price to equal 18.5 yuan.
• The post provides indicator and Python examples but no performance evaluation.
• The author notes that fundamentals, corporate events, and price reversals are not addressed.

Tags

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