Intraday Stock Screen Using MACD, Large-Order Flow, and Position Changes
Summary
This Chinese equity screening idea combines three signals: today’s position increase share above 5%, the product of daily return and net large-order volume above 0.5, and a shortening MACD histogram green bar on a 15-minute chart. The document interprets the first two as signs of capital interest and the MACD condition as weakening bearish pressure, then frames the combination as a possible way to identify stocks with upward potential.
It provides threshold rules and brief pseudocode, but no backtest results, sample definition, or evidence that the signals predict returns. The author cautions that the screen uses only these factors, may omit important market conditions, and relies on historical behavior that may change. Suggested additions include industry and company fundamentals, as well as other technical indicators. The signals are presented as a screening concept, not a fully specified entry, exit, or risk-management system.
Key ideas
- The screen requires a daily position-increase share above 5% and a return-times-large-order-flow measure above 0.5.\nIt also requires the green MACD histogram bar to shorten on a 15-minute chart.\nThe document interprets the combined signals as potential signs of buying interest and easing bearish pressure.\nNo performance evidence or complete trade and risk rules are supplied.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.