Chinese Stock Screening by Price Range, Large-Order Flow, and Attention

Summary

This Chinese stock-selection post proposes screening for shares with an amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days, then ranking candidates by popularity. It frames amplitude as a price-movement measure and net large-order volume as a signal of capital flows. The author suggests combining attention with technical and fundamental measures, including profit growth, revenue growth, cash flow, valuation, profitability, and growth prospects.

The post includes a charting-platform formula and a Python example, but these do not cleanly match the prose: the examples add moving-average and volume conditions, and the Python amplitude and ranking operations are difficult to reconcile with the stated selection logic. No performance results or validation evidence are supplied. The author cautions that technical and flow conditions can change, that popularity ranking may encourage chasing crowded stocks, and that any single measure cannot establish intrinsic value. Treat the thresholds and code as an unvalidated starting point, and check data definitions and implementation before use.

Key ideas

• The proposed screen requires amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days.
• Candidates are ordered by stock popularity, adding an attention component to price and flow measures.
• The examples contain conditions that differ from the prose, so the implementation needs careful review.
• The post provides no backtest evidence and warns about changing signals and the risk of chasing popular shares.
• It recommends combining the screen with fundamental and technical analysis.

Tags

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