Chinese Stock Screening with RSI, Limit-Up Momentum, and Time Filters

Summary

This document outlines a Chinese-equity selection idea using RSI below 65, price change combined with net large-order flow, exclusion of specially treated stocks, and a limit-up style condition. Its code example also filters for positive valuation fields and applies the screen only before 10 a.m. The stated narrative and example do not line up perfectly: the narrative refers to a named limit-up method, while the code uses a price-change threshold, and the order-flow product is not implemented there.

The article presents RSI and order flow as technical or capital-flow signals, non-ST status as a stability screen, and the limit-up condition as a way to reflect market strength. It supplies no backtest, performance statistics, or clear definition of the named method. It cautions that changing market conditions can make the screen fail, especially during sharp declines or bear markets. Proposed additions include industry and fundamental analysis, weighting factors, and other indicators. The result is a rough screening concept with important specification gaps, rather than a demonstrated strategy.

Key ideas

• The proposed screen combines RSI, large-order flow, non-ST status, and a limit-up related condition.
• The example restricts selection to before 10 a.m. and includes additional valuation filters.
• The written rule and sample implementation differ on key conditions, including the limit-up and order-flow logic.
• The article gives no performance tests and warns that adverse market regimes may undermine the screen.

Tags

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