Filtering Chinese Stocks by Price Range, Limit-Up History, and Rising DEA

Summary

This stock selection method combines a daily price-range filter, exclusion of stocks marked ST, a recent price-high condition, and a rising MACD DEA line. It is intended to be applied before 10 a.m. The accompanying example defines MACD using exponential moving averages and selects stocks whose DEA value is above its prior value. It also describes the five-step limit-up approach, though the selection example operationalizes that condition as the close matching the highest close in a five-day window.

The document offers selection rules and illustrative formula and Python snippets, but no historical performance results or evidence that the filters predict future gains. It warns that technical indicators can produce false signals and that historical calculations may not forecast future prices. The relationship between the named limit-up approach and the five-day high condition is not clarified, so that part of the strategy may need interpretation before replication.

Key ideas

• The screen combines price range, non-ST status, recent price strength, and a rising DEA value.
• The method is presented as a pre-market-hours stock selection approach for Chinese equities.
• The example represents the five-day limit-up condition with a five-day closing-price high.
• The document provides no performance evidence and cautions that technical signals may fail.

Tags

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