Combining Intraday MACD Contraction with Weekly Trend and Stock Amplitude

Summary

This Chinese-language note describes an equity screen combining three technical conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and weekly MACD above zero. The proposed logic seeks stocks with recent movement, a possible short-term turn, and a positive longer-term trend. It also identifies reliance on technical indicators as a limitation, since fundamentals and broader market conditions may affect outcomes and indicators can fail during extreme moves.

The document includes formula and Python examples, but they do not fully establish a tested strategy. In particular, the code’s amplitude filter uses turnover ratio, and its MACD examples operate on sample stock data; these implementation details may not match the stated screening conditions consistently. The note provides no performance results or validation method. It suggests combining technical and fundamental analysis and exploring historical data with machine learning, but does not specify how to test those additions.

Key ideas

• The screen combines an amplitude threshold with a 15-minute MACD histogram that is negative but rising.
• Weekly MACD above zero is used as a longer-term trend filter.
• The proposed rationale pairs short-term rebound potential with a stronger weekly trend.
• The note warns that technical indicators can miss fundamental and market-wide risks.
• The sample formulas and code may not implement the stated conditions consistently.

Tags

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