Combining Short-Term MACD, Turnover, and Relative Volume for Stock Screening

Summary

This Chinese-language post describes an A-share stock screen that ranks candidates by volume ratio, filters on the prior day's actual turnover, and looks for a shortening green MACD histogram on a 15-minute chart. The stated turnover interval is greater than 3% and no more than 28%. The author interprets high relative volume and turnover as signs of activity or possible capital inflow, while a shrinking negative MACD histogram is taken as a possible strengthening of bullish pressure.

The post offers a rationale for each condition, but presents no backtest, trade records, or performance measurements to support the implied upside potential. It cautions that flow, turnover, and MACD readings can be affected by sentiment and investor behavior, and may be unreliable on their own. Suggested refinements include combining the screen with volume or moving-average signals and adjusting thresholds to market conditions; these suggestions are not tested in the document.

Key ideas

• The screen ranks stocks by volume ratio, using it as a proxy for relative trading activity.
• It filters for prior-day actual turnover above 3% and at or below 28%.
• It selects stocks whose 15-minute MACD green histogram bars are becoming shorter.
• The post gives indicator-based rationales but no evidence that the screen produces profitable results.
• It recommends considering other indicators and adjusting thresholds to market conditions.

Tags

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