Chinese Stock Screening with Amplitude, Large-Order Flow, and Limit-Up Patterns

Summary

This Chinese-language post proposes screening stocks for amplitude above 1, positive large-order net volume above 0.05 for at least three consecutive days, exclusion of ST-designated shares, and a “fifth limit-up” pattern. The described pattern waits for a breakout above a historical high, a pullback, and then entry after the fifth limit-up encountered during a subsequent rise; the position is held until a trend-reversal signal prompts an exit. The post also mentions selecting before 10:00 and suggests adding positive earnings per share and return on equity filters.

The author warns that the approach relies on historical prices and technical indicators while overlooking fundamentals and macroeconomic conditions, and suggests incorporating financial and sentiment measures. It provides sample Python-like screening code, but no backtest results or evidence of profitability. The code’s calculations and conditions do not consistently match the written rules, so the example should not be treated as a validated implementation. The post does not specify detailed position sizing or quantify risk.

Key ideas

• The proposed screen combines price amplitude, sustained positive large-order net volume, and exclusion of ST shares.
• The described entry pattern follows a breakout and pullback, then enters after a specified limit-up sequence during a rising trend.
• The post suggests exiting when a trend reversal appears and gives additional earnings and return-on-equity filters.
• The author identifies dependence on historical technical data and omission of fundamental and macro factors as limitations.
• No performance evidence is supplied, and the sample code does not consistently implement the written screening logic.

Tags

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