Combining Weekly Trend, Price Range, and Large-Order Flow Filters

Summary

This Chinese-language post presents an equity screening rule that combines a price-range condition, a ranking based on net large-order activity, and a weekly moving-average trend filter. It frames the screen as a medium- to long-term technical approach and advises considering company fundamentals and overall market conditions alongside the indicators. A formula and a Python example illustrate screening and sorting stocks by turnover.

The post does not provide a rigorous backtest, benchmark comparison, or evidence that the combined filters produce excess returns. The formula and prose also do not align perfectly: the stated weekly crossover of a 30-week line is represented in the formula by a comparison of 30- and 60-period averages, while the large-order condition uses a threshold. This ambiguity makes the rule difficult to reproduce exactly. The author notes exposure to changing market conditions and short-term fluctuations, and recommends adding other criteria to manage risk.

Key ideas

• The screen combines price amplitude, net large-order activity, and a weekly moving-average trend condition.
• The post presents the approach as a technical stock selection method for longer horizons.
• An accompanying example sorts qualifying stocks by turnover rate.
• The written rule and formula differ, so the exact signal requires clarification before replication.
• The post provides no performance test and recommends considering fundamentals and market context.

Tags

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