Chinese Stock Screen Using Price Amplitude, Moving Average Crossovers, and Turnover

Summary

This Chinese stock-screening proposal combines a price-amplitude threshold, simultaneous bullish signals from three technical indicators, and a turnover-rate band of 3% to 12%. It describes the screen as a way to find stocks with price movement and adequate trading activity. The accompanying explanation recommends adjusting indicator and turnover settings for market and industry conditions, while monitoring company and market risks.

The article includes a brief code example that appears to use three moving averages and a price-amplitude condition alongside the turnover filter. That example does not fully match the stated rule: it substitutes a moving-average ordering for three specified indicator crossovers, and its stock-selection expression is unclear. No backtest results or evidence of returns are provided. The screen is therefore an illustrative technical and liquidity filter, not a validated strategy; its thresholds and implementation would need clarification and testing.

Key ideas

• The proposed screen requires price amplitude above 1 and turnover between 3% and 12%.
• It also seeks simultaneous bullish crosses across three technical indicators.
• The example code uses moving-average ordering as a proxy for the crossover condition.
• The article recommends adapting thresholds to market conditions and monitoring company and market risks.
• No performance results are presented, and the sample implementation is incomplete or ambiguous.

Tags

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