Combining Stock Amplitude, Large-Order Flow, and Beverage Industry Filters

Summary

This article outlines a Chinese stock screen combining daily price amplitude, a large-order net-volume ranking, and an industry classification related to beverage and alcohol imports and exports. It presents the conditions as a way to focus on volatile shares with concentrated large-order activity in a selected consumer industry. The accompanying indicator references a price-range threshold, a large-order measure, and an industry code, with market capitalization used for sorting.

The article offers no backtest, trade examples, or performance data, and its code is illustrative rather than a fully dependable implementation: it uses placeholder or platform-specific functions and contains inconsistencies in how selected data are referenced. It also notes that a narrow industry filter may yield few candidates, that company finances and competition are omitted, and that policy or external conditions can affect the sector. Suggested extensions include fundamental measures, volume-price analysis, and event analysis, but the article does not define a complete portfolio or exit method.

Key ideas

• The proposed screen combines price amplitude, large-order net activity, and a beverage-related industry filter.
• The candidate list is sorted by market capitalization after the conditions are applied.
• A narrow sector focus may reduce the number of eligible stocks and increase exposure to sector-specific changes.
• The article provides no evidence of returns and its code contains platform dependencies and implementation inconsistencies.
• Fundamental, volume-price, and event analysis are suggested as additional checks.

Tags

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