Screening Chinese A-Shares by Amplitude, Rising Moving Averages, and Region

Summary

This screen selects Chinese A-shares with daily amplitude above 1, upward separation between short moving averages, and a company location outside Beijing. The article gives indicator logic and sample code intended to iterate through stock data, apply the region and price-action filters, and collect qualifying names. It frames amplitude and moving-average direction as common technical filters, while the regional exclusion is an additional eligibility rule rather than a market signal.

The document presents no backtest, return series, benchmark, or evidence that the screen predicts subsequent performance. It cautions that technical-only selection can miss fundamental and broader market conditions, and that excluding Beijing-listed firms may discard potential investments. It suggests adding dividend, valuation, industry, or company-quality information, though it does not specify or test those additions. The code is illustrative and includes platform-specific data assumptions, so its definitions and data handling would need validation before use. The stated conditions are screening rules, not a complete portfolio or execution plan.

Key ideas

• The screen combines an amplitude threshold with an upward moving-average condition.
• It excludes stocks associated with Beijing based on company region.
• The article provides sample indicator logic and code but no performance evaluation.
• Technical filters may be sensitive to market conditions and omit fundamental information.
• Adding company, industry, or valuation measures is suggested but not tested.

Tags

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