Chinese Stock Screen with Shortening 15-Minute MACD and Amplitude Filter

Summary

This Chinese stock screen combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and exclusion of companies classified as science and technology innovation listings. The MACD condition is intended to find negative readings that are rising toward zero, which can indicate that downside momentum is weakening. The document gives indicator-formula and Python examples, and suggests considering additional technical and fundamental factors when refining the screen.

No backtest, trade outcomes, or evidence of predictive value is included. The post itself warns that reliance on technical signals can overlook fundamentals, that excluding an entire listing category can miss opportunities, and that high amplitude may entail added risk. The sample implementation also appears to apply a single stock’s 15-minute MACD data across a broader stock list, so its data matching and screening logic require verification before practical use. The conditions define a shortlist, not a full strategy: entry, exit, execution, and portfolio risk rules are absent.

Key ideas

• The screen combines amplitude above 1, a shortening negative 15-minute MACD reading, and exclusion of a listing category.
• A negative MACD value rising toward zero is treated as weakening downside momentum.
• The document suggests adding market, sector, or fundamental checks to broaden the analysis.
• It provides formula and Python examples but no performance results.
• The sample data handling and full trading rules require further validation.

Tags

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