Screening Chinese Stocks by Amplitude, Broker Activity, and Arc-Shaped Price Trends

Summary

This stock selection idea combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s broker trading list, and a price pattern intended to indicate an upward-turning arc. The article gives sample indicator and Python logic. Its arc proxy uses a moving average of the midpoint between daily highs and lows, then checks whether the estimated curvature is positive. Candidates passing all three filters are ranked by closing price.

The rationale is that larger amplitude may indicate opportunity, broker-list activity may reflect market attention, and a rounded bottom may signal a possible trend reversal. These interpretations are presented as hypotheses rather than demonstrated results; no backtest or performance evidence is included. The author notes that emphasizing a single chart shape can miss other opportunities and that pursuing short-term gains can increase risk. Suggested refinements include additional technical and fundamental filters and adapting the arc definition to market and stock conditions.

Key ideas

• The screen requires prior-day amplitude above 1%, prior-day broker-list activity, and positive estimated price curvature.
• The arc condition is approximated with changes in the moving average of daily high-low midpoints.
• The article supplies example indicator and Python implementations but no performance test.
• The author identifies missed opportunities and elevated short-term trading risk as limitations.
• Additional technical, fundamental, or machine-learning inputs are suggested as possible refinements.

Tags

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