Chinese Stock Screen Using Amplitude, Large-Order Flow, and Recent Highs

Summary

This Chinese A-share screening idea combines daily price movement, large-order net volume, and a recent high. It selects stocks with amplitude above the stated threshold, large-order net volume above a threshold for at least three consecutive days, and a current high equal to the highest high over two days. The article presents indicator formulas and sample Python-style logic, and frames the setup as a short-term way to find active, popular stocks.

There is an important mismatch in the supplied formula: it applies an absolute value to large-order net volume, so negative readings can qualify even though the prose describes positive net flow. The sample implementation also refers to data and indicators without fully defining them, so it is not a complete reproducible screening system.

The post warns that stocks near highs may reverse and recommends adding trend, rebound, and other technical measures. It offers no backtest results, transaction-cost analysis, or evidence that the screen predicts returns; its discussion is a proposed selection rule rather than a validated strategy.

Key ideas

• The screen combines daily amplitude, consecutive large-order net-volume readings, and a two-day high condition.
• The prose calls for positive net flow, but the formula uses absolute values and can include negative readings.
• The article positions the screen as a short-term stock selection method.
• The sample implementation leaves data dependencies and variables undefined.
• No performance test or evidence of predictive returns is provided.

Tags

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