Combining A-Share Amplitude, Large-Order Activity, and Bollinger Bands

Summary

This note presents an A-share screen using amplitude above 1, a ranking based on net large-order volume, and a closing price positioned relative to the Bollinger middle and upper bands. The written rule places price above the middle band but below the upper band. However, the indicator formula and Python example instead require the close to be above both bands, a material contradiction that changes the screen from an upper-half-band filter to a breakout-like condition. The examples also substitute turnover or trading amount for the stated large-order measure.

The suggested rationale is to combine volatility, buying activity, and price direction to find active stocks with upward momentum. The note cautions that short-term signals can select speculative or popular names without clear fundamental value, and proposes incorporating financial and industry information and adapting parameters to broader market conditions. It provides no performance results or validation. The conflicting criteria and proxy measures mean the method needs a precise operational definition before it can be reproduced or assessed.

Key ideas

• The written screen combines amplitude, net large-order volume ranking, and Bollinger Band position.
• The prose requires price below the upper band, while the examples require it above the upper band.
• The code examples use turnover or amount as a proxy rather than implementing the stated large-order ranking.
• The note recommends adding fundamental and industry analysis and supplies no performance evidence.

Tags

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