Screening A-Shares with Positive MACD, Rising Averages, and Stock Heat

Summary

This daily post-close stock screen selects shares whose MACD reading is above zero and whose short-to-long moving-average sequence is rising. It then orders eligible names by a measure of individual-stock heat, intended to represent market attention. The document supplies indicator definitions and example code for filtering and ranking candidates, while its explanation interprets MACD as a trend measure and rising averages as a sign of upward price structure.

The approach is a technical momentum screen, not a fully specified portfolio or trading system: it does not define entries, exits, position sizing, or risk controls. The document itself cautions that MACD alone may not capture market conditions, attention rankings can be speculative, and technical filtering lacks fundamental analysis. It recommends validating the average-based conditions and considering additional indicators and company fundamentals. No performance or backtest evidence is reported, so the screen’s effectiveness is not established by the supplied material.

Key ideas

• The screen requires MACD above zero and a rising sequence of short-to-long moving averages.
• Eligible stocks are ranked by a heat measure intended to capture market attention.
• The process is run after the daily close and is presented as a candidate-selection method.
• The document notes risks from relying on technical signals and attention without fundamental analysis.
• No backtest results or complete trade-management rules are provided.

Tags

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