Early-Morning Chinese Stock Screen Using Amplitude and Price Shape

Summary

This post outlines an early-morning Chinese stock selection rule combining amplitude above 1%, a rounded or arc-like price pattern, exclusion of ST-designated stocks, and a named limit-up method. It says candidates should be selected before 10 a.m. The post includes a platform formula with conditions involving a 60-period price range, a comparison to a 30-period range, a market-type exclusion, timing, and additional platform-specific fields. It does not provide a Python implementation, and the formula does not clearly explain how every condition corresponds to the named pattern or method.

The accompanying rationale presents the shape and early session timing as indicators of orderly movement and activity, but offers no backtest, examples, or return evidence to support those claims. It also acknowledges that a short-term focus can increase risk, technical filters can neglect fundamentals, and a fixed selection time may behave differently across market conditions. Its suggested improvements—adding fundamental analysis, considering the full session, and adjusting timing—are general guidance rather than tested rules.

Key ideas

• The proposed screen combines amplitude above 1%, an arc-like price pattern, non-ST status, and a named limit-up method.
• Candidate selection is intended to occur before 10 a.m.
• The platform formula uses price-range and timing conditions, but the post does not fully explain their mapping to the described concepts.
• The post flags short-term focus, technical-only selection, and timing sensitivity as risks.
• No implementation in Python or performance evidence is included.

Tags

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