RSI, Order-Flow Ratio, and Moving-Average Trend Stock Screen
Summary
This Chinese A-share screen combines RSI below 65 with an external-to-internal trading-volume ratio above 1.3 and an upwardly dispersed moving-average structure. The detailed examples operationalize the trend condition as a descending sequence of averages from short to long horizons, spanning 10, 30, 60, and 250 sessions. The article presents the combination as a way to find stocks with moderate RSI, stronger apparent buying activity, and an established upward trend. It supplies indicator and data-processing examples, but does not report selected stocks, historical returns, or a backtest.
The author identifies reliance on technical indicators, changing market conditions, and subjective judgments about moving-average dispersion as risks. Suggested improvements include checking sector direction and company fundamentals, making the moving-average criterion more objective, and exploring algorithmic methods. The final description also calls for sector and fundamental review. These additions are recommendations rather than tested components, and the note does not specify a portfolio, entry, exit, or risk-control method.
Key ideas
- The screen requires RSI below 65 and an external-to-internal volume ratio above 1.3.
- Its examples represent upward moving-average dispersion with averages ordered from 10 to 250 sessions.
- The article recommends considering sector direction and company fundamentals alongside technical signals.
- It warns that indicator reliability and the definition of moving-average dispersion may be uncertain.
- No backtest or trading performance is reported.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.