Chinese Stock Screen Using Amplitude, Large-Order Flow, and a Rounded Price Pattern

Summary

This note describes a Chinese equity screen combining daily amplitude above 1%, a large-order net-volume ranking, and a rounded price pattern. It presents volatility, trading activity, and chart shape as short-term signals that may help identify stocks near a possible upward turn. The indicator formula also includes positive price movement and a recent high-low range condition; the Python sketch uses daily price and turnover data to filter candidates.

The article acknowledges that the approach relies mainly on short-term technical measures, excludes long-term company fundamentals, and uses a chart pattern that can be subjective. It recommends combining the screen with other technical and fundamental measures and evaluating it through backtesting and ongoing review. No test results or evidence of predictive performance are provided, and the formula and code examples do not clearly implement identical definitions of the criteria. They should therefore be treated as an illustrative screening idea, not a validated strategy.

Key ideas

• The screen combines amplitude above 1%, large-order net-volume ranking, and a rounded price pattern.
• The article treats the criteria as short-term signals for finding possible upward turns.
• It notes that rounded-pattern identification is subjective and that the screen omits long-term fundamentals.
• It recommends adding other indicators and testing the selection rules over time.
• The article provides no performance evidence, and its formula and code examples differ in their operational details.

Tags

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