Combining Positive MACD, a Low Share Price, and Large-Order Flow

Summary

This post presents a daily pre-open stock screen that requires MACD to be above zero, share price below 12 yuan, and the product of the stock’s price change and net very-large-order volume to be positive. It combines a trend-oriented technical indicator with price and order-flow conditions intended to capture short-term market sentiment. The article also gives indicator definitions and illustrative data-processing code, but it provides no sample portfolio, backtest, or measured outcomes.

The stated limitations are reliance on technical and sentiment signals, a short-term focus, and the omission of longer-run company characteristics. Suggested additions include other technical indicators, further capital-flow measures, market-cap filters, and sector diversification. The prose describes selection before the open, while some of the sample inputs use same-day market fields, making timing and data availability important implementation questions. The price ceiling alone does not establish lower risk.

Key ideas

• The screen requires MACD above zero, price below 12 yuan, and a positive product of price change and net very-large-order volume.
• It is designed as a daily pre-open selection process.
• The method combines technical trend information with a short-term order-flow signal.
• The post gives no performance evidence and warns that the signals omit long-term fundamentals.

Tags

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