Chinese Stock Screening with RSI, Rising MACD DEA, and Limit-Up History

Summary

This stock-screening idea combines three conditions: a 14-period RSI below 65, a rising MACD DEA, and at least two limit-up sessions during the prior 500 days. The post presents the combination as a way to find shares with moderate momentum and a history of strong buying interest. It includes sample indicator settings and illustrative Python code, but does not provide a defined portfolio, entry and exit rules, or measured performance.

The author warns that limit-up history can increase risk and that fixed screening rules may stop fitting changing market conditions. Suggested refinements include incorporating turnover, trading volume, broader market context, and fundamental measures such as leverage or earnings growth. The example code should be treated cautiously: it tests MACD histogram and MACD values rather than clearly measuring a rising DEA line, and its limit-up calculation does not establish that qualifying price moves reflect actual exchange limit rules. No backtest results are reported.

Key ideas

• The screen selects stocks with RSI below 65, rising MACD DEA, and at least two limit-up days in the past 500 days.
• The limit-up condition is intended to capture past market attention and buying pressure.
• The author cautions that the rules are rigid and may be risky in changing markets.
• Volume, turnover, market conditions, and fundamental measures are proposed as possible additions.
• The sample code does not clearly implement every stated condition and provides no performance evidence.

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