Chinese Stock Screen Using Intraday Range, Prior Limit Status, and Price

Summary

This Chinese stock screening post proposes selecting shares with an amplitude above 1, whose previous session was not limit-up, and whose price is around 18. The written logic first refers to 18.5, then revises the price condition to a range of 18 to 20. It suggests adding technical and fundamental measures, including MACD, RSI, valuation ratios, and other indicators, and building a diversified portfolio from the screened stocks.

The post provides illustrative Python code that checks daily high-low amplitude, the previous session’s percentage change, and the latest closing price. It gives no backtest, performance figures, or evidence that the criteria identify undervalued or stabilizing stocks. The code’s amplitude threshold is expressed as a fraction, and its prior limit-up check assumes a fixed percentage, so applying it across markets or stock types may require adjustment. The author also cautions that the screen can select stocks without upward short-term trends and recommends further analysis; the proposed additions are suggestions rather than tested rules.

Key ideas

• The screen combines an amplitude threshold with a prior-session limit-up exclusion and a share-price condition.
• The post’s price criteria differ across sections, moving from 18.5 to a range of 18 to 20.
• The example code illustrates daily data checks but provides no performance evaluation.
• The author suggests adding technical and fundamental measures to broaden the screening process.
• The screen may select stocks whose short-term price direction is weak.

Tags

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