Combining Weekly MACD, Price Range, and Beverage Trade Data for Stock Screening

Summary

This proposed Chinese equity screen combines a price-range condition, weekly MACD, and beverage and alcohol import-export data. It treats a range above one percent as a volatility filter and a positive weekly MACD reading as a trend signal, then uses trade or industry growth data as a fundamental screen. The article also suggests adding company size and financial measures and considering market, policy, and industry conditions.

The post gives indicator formulas and illustrative Python using Tushare and TA-Lib to retrieve weekly prices, calculate MACD, and query customs data. It describes the selection logic but provides no backtest, portfolio construction rules, or evidence of returns. The sample code’s MACD checks do not exactly match the stated rule that weekly MACD is above zero, and the customs series appears to be applied uniformly rather than matched to individual companies. The proposed industry figures are examples, not validated thresholds. Treat the screen as an incomplete starting point that needs data checks and empirical testing.

Key ideas

• The screen combines a price-range threshold with weekly MACD and beverage-related trade data.
• The article presents volatility, trend, and industry information as complementary filters.
• It recommends adding company size and financial measures for a broader fundamental view.
• The code is illustrative and its MACD conditions differ from the stated screening rule.
• No performance test is reported, so the strategy’s effectiveness is unknown.

Tags

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