Monitoring Multi-Condition Stock Screens with WeChat Alerts

Summary

This tutorial describes using a hosted quantitative platform to monitor a stock screen and send matching symbols to a WeChat account through a push-notification service. It shows a sample query combining exclusions, turnover, indicator crossovers, recent returns, and institutional-flow conditions, and explains that users can replace the query with their own selection logic. The workflow includes running a backtest before adding the strategy to monitoring and configuring a personal notification identifier.

The example code obtains the platform’s selected securities, logs their count and list, assembles a message, and sends it when the bar handler runs. The document presents daily or intraday monitoring as possible, depending on the chosen strategy frequency. It offers implementation guidance rather than evidence of screening performance: there are no historical results, evaluation criteria, or discussion of alert reliability. Users must validate their query syntax and account configuration, and the sample does not specify safeguards against repeated alerts or delivery failures.

Key ideas

• A platform query can define a multi-condition stock screen for ongoing monitoring.
• The sample combines technical, price, turnover, and capital-flow filters.
• A push service can send selected symbols to a configured WeChat account.
• The strategy frequency determines how often the monitoring handler runs.
• The tutorial gives no evidence that its sample screen is profitable.

Tags

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