MACD Trend Filters with Prior-Day Main-Fund Control

Summary

This Chinese-language post presents an A-share stock screen combining MACD above zero, a claim of main-fund control on the previous day, and positive daily MACD. It interprets positive MACD readings as signs of upward movement and suggests tightening the daily threshold from zero to one, adding relative-strength measures, and considering industry rotation. The post lists indicator formulas and gives a sample screening outline, but the sample relies on placeholder or platform-specific functions and does not explain or validate the “main-fund control” proxy. It reports no backtest, returns, benchmark comparison, or transaction-cost analysis. The accompanying cautions include broad-market declines, false signals from relying on a single indicator, and the possibility that a positive MACD reading may occur after much of a rise has passed. The proposed filters are screening ideas only; no evidence establishes their predictive value.

Key ideas

• The screen combines MACD above zero with a previous-day main-fund-control condition and positive daily MACD.
• The author proposes raising the daily MACD threshold to improve selectivity.
• Industry filters and additional relative-strength indicators are suggested as complements.
• The post warns that market declines and single-indicator signals can undermine stock selection.
• No backtest or performance evidence is provided, and the control condition is not validated.

Tags

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