Chinese Stock Screening with Amplitude, Weekly MACD, and Dragon-Tiger Lists

Summary

This Chinese equity screen combines three conditions: daily amplitude above 1, a positive weekly MACD histogram, and appearance on the previous day's Dragon-Tiger list, which highlights stocks with notable trading activity. The stated rationale is to find volatile stocks with a rising weekly signal and recent market attention. The article includes example formulas and partial Python-style screening logic, though the examples are not fully consistent: the narrative specifies a weekly MACD condition, while the sample Python checks a daily MACD value.

The author notes that such a screen can miss promising stocks and suggests adding fundamental measures such as valuation ratios and quarterly report indicators. The article provides no historical performance, selection universe details, or risk-adjusted results, so its criteria should be treated as a screening idea rather than a tested strategy. The sample implementation is described as requiring adjustment to fit the user's data and platform.

Key ideas

• The screen selects stocks using daily amplitude, a positive weekly MACD histogram, and prior-day Dragon-Tiger list inclusion.
• The proposed rationale combines volatility, a positive trend signal, and recent market attention.
• The article's example Python logic uses daily MACD, which differs from the stated weekly condition.
• Fundamental metrics are suggested as additional filters to reduce missed opportunities.
• No backtest or performance evidence is supplied.

Tags

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