Screening Equities with MACD, a Low Price, and Rounded Volume

Summary

This Chinese-language post describes a daily stock selection screen combining MACD, share price, and a volume-shape condition. It calls for MACD above zero, a price below 12 yuan, and a rounded volume pattern over roughly 30 days. The post suggests running the screen before the market opens and provides example indicator formulas and Python-style filtering logic. It presents the volume condition as a way to filter unusual volume patterns, but gives no backtest, performance data, or evidence that it reduces risk.

The implementation details are not fully consistent: the written rule refers to MACD above zero, while the formula shows a zero-line crossover; the example code also uses a ranked volume measure and a price field whose relationship to the stated closing-price condition is unclear. The article flags data quality and market volatility as risks, and suggests tuning the volume condition or adding technical or fundamental filters. This is a screening idea, not a complete trading system: it does not specify entries, exits, portfolio sizing, or a validated risk process.

Key ideas

• The proposed screen combines MACD above zero with a share price below 12 yuan.
• It adds a rounded volume pattern measured over about 30 days.
• The post provides example formulas and code but no backtest or performance evidence.
• The described rule and sample implementations differ in how they define the MACD and volume conditions.
• Data quality and market volatility are identified as potential sources of risk.

Tags

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