Chinese Stock Screening with RSI, Market Cap, and Rising MACD DEA

Summary

This Chinese-language post describes an equity screen requiring RSI below 65, a float market capitalization between 5 billion and 10 billion yuan, and a rising MACD signal line (DEA). It explains these filters as a combination of a momentum condition, company-size constraint, and trend signal, then provides example indicator formulas and sample screening logic.

The post cautions that the screen uses few inputs, may miss broader market and sector conditions, and relies on lagging technical indicators that can produce stale or false signals. It suggests adding valuation, profitability, price, volume, sector, and liquidity information, as well as other trend indicators. No backtest results or performance evidence are presented; the examples are implementation references, and the post notes that data and calculations need to be checked.

Key ideas

• The screen selects stocks with RSI below 65, float capitalization between 5 billion and 10 billion yuan, and a rising MACD DEA line.
• The strategy combines a momentum measure, a market size filter, and a trend signal.
• Lagging indicators and omitted market or sector context can lead to stale or inaccurate selections.
• The post recommends adding fundamental, technical, sector, and liquidity inputs and applying risk controls.

Tags

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