Chinese Stock Screening with Price Range, Market Cap, and MACD

Summary

This stock screen combines three filters: amplitude above 1, circulating market capitalization above 10 billion yuan, and a MACD value below zero from two days earlier. The article frames the conditions as a mix of volatility, company size, and technical information. It provides a platform formula and a Python example that retrieves stock and price data, applies filters, and returns matching symbols.

The accompanying discussion says the MACD condition may help assess timing alongside the range and size filters. It does not report a backtest, return figures, or evidence that the criteria improve trade selection. The article notes that technical screening can miss company fundamentals and that market or economic changes can affect prices. It suggests considering valuation and profitability measures, additional indicators, and volume-related information. The provided examples should be read as implementation references; their calculations and data field choices are not independently validated in the document.

Key ideas

• The screen requires amplitude above 1 and circulating market capitalization above 10 billion yuan.\nIt also requires MACD to be below zero two days earlier.\nThe article combines volatility, size, and technical filters but provides no performance evidence.\nIt warns that technical criteria may omit fundamentals and broader market or economic changes.\nIt suggests adding fundamental, technical, and volume-related information.

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