Robot-Themed Small-Cap Stock Screening with Auction Volume Filters

Summary

This Chinese-language post outlines an A-share stock screen combining price range, a robotics concept classification, circulating market capitalization, and trading-volume conditions. It seeks stocks with an intraday high-to-low range above one percent, market capitalization below 10 billion yuan, and substantial buying volume associated with the opening auction. It also describes filtering on prior volume and price change, excluding ST-designated stocks, and ranking candidates by heat.

The post supplies example indicator formulas and a Python-style implementation, but does not present a backtest, quantified returns, or evidence that the filters predict future performance. Its own caveats are that relying mainly on price range can miss other technical and fundamental risks. Suggested additions include other indicators and a broad-market reference. The examples’ definitions and timing details are not fully specified, so the screen would need data and implementation checks before evaluation.

Key ideas

• The screen combines a price-range threshold with robotics classification and a circulating-market-cap ceiling.
• It adds opening-auction buying-volume conditions and a prior-period volume and price-change filter.
• The examples include formulas and Python-style screening logic, but no measured performance results.
• The post cautions that limited technical inputs and absent fundamental checks can lead to poor selections.

Tags

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