Screen Chinese Stocks for Reversal Patterns and Market Capitalization

Summary

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while excluding smaller companies. It also provides example indicator and Python implementations, including a candlestick-pattern function, and says the selected names can be ordered by closing price.

The post cautions that market capitalization varies in meaning across industries and may exclude smaller growth companies; larger firms can also lack growth potential. It suggests refining the screen with industry context, liquidity, financial health, and other size measures. No backtest, performance figures, or validation is provided. The written criteria and sample code may not implement identical definitions of reversal or amplitude, so a researcher should check the formulas and data fields before testing the screen.

Key ideas

• The screen combines daily price amplitude, a reversal signal, and a minimum market capitalization.
• The post supplies example implementations in two trading environments.
• Market capitalization can introduce sector bias and may screen out smaller growth companies.
• The document gives no backtest evidence, and the written criteria may differ from the sample code.

Tags

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