Screening Main-Board Stocks by Range, Large-Order Flow, and Daily Gains

Summary

This post describes a short-term screen for main-board Chinese stocks. It selects shares with an intraday high-low range above a threshold, a high large-order net-flow ranking, and a daily gain above a threshold, then ranks candidates by market capitalization. The rationale combines price movement and a proxy for trading activity or sentiment.

The post supplies example screening conditions and code references, but it does not present backtest results or evidence that the screen produces returns. It cautions that technical conditions and market sentiment can change quickly, and recommends evaluating fundamentals, industry context, and broader market information as well. The sample implementation has apparent inconsistencies, so it should not be treated as verified executable code or as a validated strategy.

Key ideas

• The screen combines intraday range, large-order net flow, and a positive daily move.
• It targets main-board equities and sorts selected names by market capitalization.
• The post gives no performance analysis to establish that the screening rules are profitable.
• It recommends adding fundamental and industry context to reduce reliance on short-term signals.
• The sample code may contain implementation errors and requires independent review.

Tags

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