Chinese Stock Screen Using Amplitude, Large-Order Flow, and Lower Lows

Summary

This Chinese stock-selection post combines three market-data conditions: amplitude above one, large-order net volume above 0.05 for at least three consecutive days, and a current low below the prior day’s low. It presents the screen as a way to combine price movement, trading-flow information, and a weakening price level. The post offers a brief rationale, but its explanation of the lower low as evidence of further downside sits uneasily with selecting stocks for potential gains; it does not define a clear entry, exit, or directional trading plan.

The post acknowledges that the method relies on trading data and omits company performance and fundamentals. It suggests adding financial and sector analysis, or technical indicators such as MACD and KDJ, then combining factors with weights. It includes a Python example, but the amplitude filter appears inconsistent with the stated condition, and the three-day rolling sum does not demonstrate that each day individually met the threshold. No backtest results or performance evidence are supplied, so the screen remains an unvalidated selection idea.

Key ideas

• The proposed screen requires amplitude above one and large-order net volume above 0.05 over three days.
• It also selects stocks whose current low is below the previous day’s low.
• The author proposes adding fundamental, sector, or technical-indicator inputs to broaden the screen.
• The example code’s filtering details do not cleanly match the stated conditions, and no performance evidence is given.

Tags

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