Chinese Stock Screen Using Weekly MACD, Price Amplitude, and Trading Activity

Summary

This stock-selection rule filters for daily price amplitude above a threshold, weekly MACD above zero, and a minimum level of recent trading activity. The post presents these conditions as a way to combine price movement, a positive technical trend signal, and market attention. It provides sample indicator formulas and a Tushare-based Python outline for collecting stock data and applying filters.

The examples are not fully consistent with the stated rule: the Python conditions use weekly price relative to a moving average rather than the described MACD test, and the activity calculation appears to use volume despite being described as traded amount. The post offers no backtest results or evidence that the screen predicts returns. It cautions that technical filters can be affected by short-term sentiment and omit company fundamentals, and recommends testing the rules and adding other factors before relying on them.

Key ideas

• The screen combines daily amplitude, weekly MACD above zero, and a minimum recent activity threshold.
• The post supplies formula and data retrieval examples for implementing the filters.
• The Python example does not directly reproduce the stated MACD condition and may use volume in place of traded amount.
• The screen has no reported performance validation and omits fundamental information.

Tags

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