Intraday Chinese Stock Screening for Limit-Up Candidates

Summary

This Chinese A-share screening idea combines an amplitude threshold, the stock’s 9:25 price change, exclusion of ST-designated stocks, and a selection time before 10:00. The selected names are then meant to be assessed with a five-step limit-up method and further filtered using technical and fundamental factors. The article gives an indicator formula and illustrative Python workflow, but the five-step method itself is not explained, so the central ranking process cannot be reproduced from the text alone.

The author warns that chasing popular stocks or buying after sharp moves can lead to poor decisions. The approach depends heavily on price action and market conditions, and the article offers no backtest, performance evidence, or detailed trade rules. It suggests adding other indicators, fundamental analysis, and constraints for capital and risk management. The code is presented as a reference; its data handling and thresholds would need careful validation before research or live use.

Key ideas

• The screen looks for amplitude above one and a 9:25 price change below six percent.
• It excludes ST-designated shares and limits stock selection to before 10:00.
• A five-step limit-up method is proposed, but its rules are not detailed.
• The article recommends adding fundamental checks and risk controls.
• No performance results or backtest evidence are provided.

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