Combining RSI, Price Change, Large-Order Flow, and KDJ for Stock Selection

Summary

This Chinese-language post describes an equity screening idea that combines three conditions: RSI below 65, KDJ’s K line below 20, and a positive product of daily price change and net volume attributed to very large orders. The author presents RSI as a measure of relative weakness, the low K value as a possible oversold condition, and the combined price-change and order-flow measure as a way to reflect market interest. The accompanying example also excludes stocks marked as special treatment securities.

The post offers a conceptual rationale and sample indicator calculations, but it reports no backtest, returns, or out-of-sample evidence. Its code example has data and implementation ambiguities, so it should not be treated as a validated executable strategy. The author cautions that a low K reading can persist in a broad decline, and that multiple filters may concentrate selections in a small number of stocks. Suggested refinements include adding other indicators, considering market and industry direction, and applying position or exposure controls.

Key ideas

• The screen combines RSI below 65, KDJ K below 20, and a positive product of price change and large-order net volume.
• The author interprets low K as a possible oversold condition, while acknowledging it may also reflect a broad market decline.
• The post gives example calculations but does not provide performance tests or evidence of profitability.
• The author notes that restrictive filters may concentrate selections and suggests adding market context and risk controls.

Tags

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