Combining Intraday MACD, Limit-Up Frequency, and Capital-Flow Strength

Summary

This Chinese stock selection approach ranks candidates by capital-flow strength, requires more than two limit-up sessions within ten days, and looks for a shortening MACD histogram below zero on a 15-minute chart. The article interprets the histogram change as weakening selling pressure and the repeated limit-ups as evidence of short-term strength. Its proposed expanded screen also requires price-to-earnings and net profit growth measures to exceed their industry averages.

The post gives a qualitative explanation of the filters and notes that a short-term reversal could trigger a sharp pullback. It also warns that the initial logic does not account for company fundamentals, motivating the added valuation and earnings-growth comparisons. A code example is started but cut off, and the article reports no backtest, trade results, or precise method for measuring capital-flow strength. Limit-up frequency and a 15-minute signal can be market- and execution-sensitive, so the stated rules alone do not establish profitability or define risk controls.

Key ideas

• The initial screen combines capital-flow strength, repeated limit-up sessions, and a shortening 15-minute MACD histogram.
• The expanded proposal adds valuation and net profit growth comparisons against industry averages.
• The article warns that short-term signals may reverse and cause a sharp pullback.
• The code example is incomplete, and no backtest or performance evidence is reported.

Tags

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