Chinese Stock Screening with RSI, Large-Order Flow, and MACD

Summary

This Chinese A-share screening idea combines RSI below 65, price change multiplied by net volume from very large orders, and a rising DEA line. The text frames these as technical and capital-flow filters intended to find stocks with potential strength or a rebound. Its formula reference interprets a rising DEA condition as DIF crossing above DEA. A sample implementation also filters for positive net flow, turnover, valuation measures, excludes several industries and ST stocks, and returns up to 50 candidates.

The document provides no backtest, performance figures, or detailed definition of the price-change-times-order-flow signal. It cautions that market regime shifts and external events can invalidate technical screens, and that company fundamentals are not adequately covered. It suggests adding measures such as profit, cash flow, equity capital, and return on equity, alongside monitoring market and policy conditions. The sample code's filters do not exactly reproduce every stated screening condition, so implementation details would need clarification before evaluation.

Key ideas

• The screen combines RSI below 65 with a price-change and very-large-order-flow measure.
• A bullish MACD-related condition is described as DIF crossing above DEA.
• The sample adds liquidity, valuation, industry, and special-treatment exclusions.
• The source offers no measured performance evidence and notes exposure to market shifts and company-specific risks.
• It recommends adding fundamental indicators and monitoring broader market conditions.

Tags

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