Screening Chinese Stocks by Intraday Inflow, Range, and Popularity

Summary

This post outlines a Chinese stock selection idea combining a daily price-range threshold, afternoon large-order net inflow, and a ranking by stock popularity. It frames popularity as a proxy for market attention and order flow as a possible indication of large investors’ intentions. The post gives an indicator-style expression for the range and inflow filters, but does not define a directly implementable popularity formula.

Its Python example uses average historical trading volume to rank selected stocks, while the selection code also applies streak, Bollinger Band, ADX, and MACD conditions that are not the same as the stated screening logic. No backtest results or performance evidence are provided. The author cautions that technical filters omit company fundamentals and broad market conditions, and that popularity can be shaped by large institutions. The proposal is therefore an incomplete screening concept, not a validated strategy; its rules and data definitions would need to be reconciled before testing.

Key ideas

• The stated screen combines a price-range threshold, afternoon large-order inflow, and a popularity ranking.
• The post treats popularity as a rough measure of attention and order flow as a possible signal of investor intent.
• The example code ranks candidates by average trading volume, which differs from the stated popularity measure.
• The sample selection code adds technical filters that are not part of the described screening rules.
• The post offers no performance evidence and recommends considering fundamentals and risk controls.

Tags

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