Chinese Stock Screen Using Intraday Inflows and Rising DEA

Summary

This stock selection idea combines three filters: daily price range above one percent, afternoon buying pressure attributed to large orders, and a rising DEA with a rising MACD. The accompanying explanation interprets the range and order flow as signs of activity and the indicator movement as improving technical sentiment. It also sketches formula and Python implementations, though the code is presented as a reference rather than a validated backtest.

The post cautions that short-term market swings can distort selections and that DEA movement alone does not establish a stock's underlying value. It suggests adding other fundamental or technical measures and repeatedly testing adjustments. No results, benchmark, or detailed test design are provided, and the prose's afternoon-flow description is not clearly reconciled with the sample code's daily data conditions.

Key ideas

• The screen requires a daily range greater than one percent, positive afternoon large-order flow, and rising DEA and MACD readings.
• The rationale combines activity and order flow with improving technical momentum.
• The post supplies formula and Python examples but no reported backtest results.
• The author flags short-term market risk and the limited meaning of a rising DEA by itself.
• Additional indicators and repeated evaluation are suggested as possible refinements.

Tags

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