Screening Chinese A-Shares with Positive MACD and Stock Heat

Summary

This selection rule screens Chinese A-shares for a positive MACD condition, ranks candidates by a stock-heat measure, and narrows the universe to codes beginning with 60. The article suggests running the screen after the market opens. It also includes example indicator formulas and a Python sketch that filters on MACD, a heat threshold, and stock codes, then orders results by heat.

The implementation is incomplete: the heat measure is not defined, the example sorts by turnover before sorting by heat, and its description of the result limit is not accompanied by a validated test. The post reports no historical returns or other evidence that the screen is profitable. It cautions that the rule omits financial fundamentals, depends on historical data, and excludes stocks outside its chosen code range; broader fundamental, technical, and industry analysis is proposed as a possible refinement.

Key ideas

• The screen combines a positive MACD condition with a stock-heat ranking.
• It restricts the universe to stocks whose codes begin with 60 and proposes screening after the open.
• The heat measure is unspecified, so the ranking cannot be reproduced from the article alone.
• No backtest or performance evidence is reported.
• The article notes that fundamentals, industry context, and broader stock coverage are missing.

Tags

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