Combining Moving Averages, MACD, and Amplitude for A-Share Screening

Summary

This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a daily candidate list. In combination, the MACD and moving-average filters favor positive momentum and a stronger recent trend, while the amplitude condition screens for price movement.

The article gives a platform-oriented expression of the conditions but no historical performance analysis, trade execution rules, or evidence that the screen predicts returns. It notes that moving averages lag and that technical filters omit fundamentals and market sentiment. It suggests combining technical and fundamental inputs and considering both short- and long-term indicators, but does not specify or test those additions. The screen is therefore a simple candidate-selection recipe, not a complete trading strategy.

Key ideas

• The screen requires daily MACD above zero and the 20-day average above the 120-day average.
• It also requires amplitude to be greater than one and is intended to run before each trading day.
• The trend filters favor stocks with positive momentum across different lookback horizons.
• Moving averages lag, and technical conditions alone omit fundamental and sentiment information.
• The post supplies no backtest results or rules for portfolio sizing, entries, or exits.

Tags

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