MACD and Company Filters Combined with a Limit-Up Pattern Screen

Summary

This Chinese A-share screening proposal combines a positive MACD reading with company-type and non-ST filters, then adds a multi-part price pattern described as a five-step limit-up method. The example formula looks for prices above a moving average and repeated gains versus prior closes, and ranks qualifying names by a volume-to-price measure. The accompanying Python sketch adds profitability and positive money-flow checks before printing candidates.

The document presents this as a way to combine technical, company, flow, and sentiment considerations, but supplies no backtest or performance evidence. It cautions that historical price patterns may not recur, company classification does not establish fair value or financial strength, and non-ST status does not remove policy or industry risk. The stated conditions and sample code are not fully aligned, so the screen would need careful definition and validation before use.

Key ideas

• The screen requires MACD to be above zero and excludes stocks marked ST.
• It combines company-type filters with a multi-step price pattern intended to reflect buying interest.
• The sample formula checks price strength against a moving average and several prior closes.
• The document gives no performance evidence and warns that historical patterns and company labels do not assure future results.

Tags

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