Chinese Stock Screening with RSI, Large-Order Flow, and Institutional Buying

Summary

This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional flow. The accompanying Python reference adds filters for positive valuation ratios and turnover, applies a threshold to the price-change and order-flow product, and returns up to 50 stocks.

The post presents the screen as a way to combine price behavior with signs of large-order buying, but it provides no backtest, performance figures, or detailed definitions of the data fields. It warns that indicators may lag and that institutional order-flow data can be incomplete or affected by individual institutions. Suggested extensions include adding other technical indicators, adjusting thresholds and list size, and incorporating fundamental measures such as valuation ratios. These are proposals rather than tested improvements, so the screen should be treated as a simple selection rule, not evidence of expected returns.

Key ideas

• The screen combines RSI below 65 with price-change-weighted very large order inflow and positive institutional flow.
• The code example adds turnover and positive valuation-ratio filters and limits the output list to 50 stocks.
• The post warns that indicator timing and institutional flow data can be unreliable or delayed.
• Additional technical and fundamental filters are suggested, but the document reports no tests showing that they improve results.

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