Chinese Stock Screen Using Volatility, Large-Order Flow, and Moving Averages

Summary

This stock-selection concept combines a daily amplitude threshold, a ranking based on net large-order volume, and upward separation of moving averages. It aims to find shares with active price movement, buying interest attributed to larger orders, and a rising short-term trend. The article also sketches a screen using Bollinger-band width, relative positions of 10-day and 20-day averages, and a top-50 selection sorted by market capitalization.

The document gives indicator-formula and Python examples, but the implementations do not match perfectly: the prose emphasizes amplitude and large-order ranking, while the code uses related but differently defined conditions. No backtest, return series, or quantified evidence is provided. The author warns that moving averages lag and that technical filters alone can miss company fundamentals and longer-term changes. Suggested additions include valuation, market capitalization, industry context, other technical indicators, and diversification; these are recommendations, not demonstrated enhancements.

Key ideas

• The proposed screen combines price amplitude, net large-order flow, and rising moving averages.
• The example formula uses Bollinger-band width and a 10-day versus 20-day moving-average relationship.
• The Python sketch adds closing-price and money-flow conditions, so it is not an exact translation of the prose.
• The article provides no measured performance and notes lag and missing fundamental context as limitations.

Tags

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