Combining RSI, Large-Order Flow, and Trading-榜 Activity in Stock Screening

Summary

This stock-selection proposal combines three signals: an RSI reading below a stated threshold, the product of price change and net volume from very large orders being positive, and a stock appearing on the prior day’s trading activity list. The article presents these as a blend of technical condition, order-flow information, and market attention. It provides a brief explanation of RSI, trading volume, price change, and the fields used to query the activity list, along with a Python-style outline for merging daily stock data with that list.

The document does not show a backtest, define the large-order measure in detail, or establish that the combined filters predict returns. It warns that past performance can change with market conditions and that activity-list signals may reflect temporary enthusiasm or distortion. It suggests adding other technical and fundamental filters and managing portfolio exposure, but does not specify or test those additions. The method is therefore a screening concept that would need careful data validation and out-of-sample evaluation before use.

Key ideas

• The screen combines an RSI threshold, price change multiplied by net large-order volume, and recent activity-list inclusion.
• The author frames the inputs as technical, capital-flow, and sentiment signals.
• The example outlines joining stock data with daily activity-list records.
• No backtest or evidence of predictive performance is provided.
• Activity-list signals may be temporary or distorted, and market regimes can change.

Tags

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