Screening Chinese Stocks with Moving-Average Crossovers and Amplitude

Summary

This Chinese stock-selection post proposes screening for shares with price amplitude above a threshold and a bullish alignment among three moving averages, while excluding a board category. Its Python example uses five-, ten-, and twenty-period averages, adds a turnover condition, and filters on amplitude. The post also recommends adding fundamental analysis and flexible risk controls, although it does not specify how to implement those additions.

The method is a simple technical screen rather than a fully defined trading system: it gives no entry timing, exit rules, position sizing, portfolio construction, or backtest results. There is also a possible mismatch between the stated exclusion of the STAR Market and the example’s use of a stock-code prefix associated with another Chinese board. The code and thresholds are presented as references and may need correction and adaptation before use.

Key ideas

• The proposed screen combines a three-moving-average bullish alignment with a price-amplitude filter.
• The example adds a turnover requirement and uses short-, medium-, and longer-period moving averages.
• The post recommends fundamental review and risk controls but does not define specific procedures.
• The board exclusion described in prose may not match the code-prefix filter in the example.
• No performance results, exit rules, or portfolio-level tests are provided.

Tags

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