RSI, Large-Order Flow, and Weekly Moving-Average Golden-Cross Screen

Summary

This Chinese equity screen combines an RSI reading below 65, a positive product of price change and a large-order net-volume measure, and a weekly 5-period moving average crossing above the 10-period average. The intended interpretation is to find stocks with a moderate RSI, supportive order-flow proxy, and improving trend. The post explains the indicators and gives sample formulas and Python-like screening logic, but provides no backtest, benchmark, or return evidence.

The author acknowledges that the method excludes company fundamentals and may need adjustment as market and sector conditions change. The code example also raises reproducibility concerns: the stated weekly moving-average crossover is not obviously represented by the rolling high/low comparisons shown, and the cited data source may not supply all referenced fields as written. The screen is therefore best treated as an outline for a candidate filter that needs precise definitions, data checks, and out-of-sample evaluation.

Key ideas

• The proposed screen requires RSI below 65 and a positive price-change times large-order-flow measure.
• A weekly 5-period average crossing above the 10-period average serves as the trend condition.
• The document gives indicator definitions and sample logic but no performance results.
• Fundamentals and changing market or sector conditions are identified as limitations.
• The sample implementation should be checked because its crossover calculation may not match the stated rule.

Tags

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