Combining Amplitude, Rounded Price Patterns, and a Rising 30-Day Average

Summary

This note outlines a Chinese stock screen based on price amplitude above 1, a rounded or arc-shaped price pattern, and an upward-sloping 30-day moving average. The author describes the amplitude filter as a way to seek stocks with trading activity, the rounded pattern as a smoother price profile, and the rising average as evidence of an improving intermediate trend. An example formula approximates the rounded shape by placing the current close near the low end of its 50-day range, alongside the moving-average condition.

The note recommends adding volume, MACD, and fundamental checks. It cautions that fundamentals are omitted and that the chosen lookback may expose the screen to short-term fluctuations. It supplies no Python implementation, backtest, or performance evidence, and the formula is only an approximate operational definition of an arc-shaped pattern. The screen is therefore presented as an initial filter that needs further specification and validation.

Key ideas

• The proposed screen combines amplitude, a rounded price profile, and a rising 30-day moving average.
• The example approximates the rounded pattern using the close’s position within a 50-day high-low range.
• The author suggests adding volume or MACD signals and company fundamentals.
• The note warns that the screen omits fundamentals and may be exposed to short-term price variation.
• No backtest results or executable Python example are provided.

Tags

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