Screening Stocks by Amplitude, Limit-Up History, and Bid-Ask Volume

Summary

This Chinese-language post describes an equity screen combining daily price amplitude above 1%, at least two suspected limit-up moves within a 500-day lookback, and first-level bid volume greater than first-level ask volume. It also gives example indicator formulas and a Python-style workflow, then suggests sorting candidates by daily gain.

The post frames amplitude and prior limit-up activity as technical filters and the bid-ask volume comparison as an order-book signal. It provides no backtest, performance data, or evidence that these conditions predict returns. Its own caveats are that it omits company fundamentals and reduces order-book analysis to a simple volume comparison; the proposed refinements include adding financial and technical variables and examining bid-ask price differences. The formulas and sample code may also depend on platform-specific data conventions, so the screen is a starting point rather than a validated strategy.

Key ideas

• The screen requires daily amplitude above 1% and at least two limit-up-like moves over a 500-day lookback.
• It also requires first-level bid volume to exceed first-level ask volume.
• The post provides example formulas and code but reports no measured performance.
• The author notes that fundamental factors and richer order-book details are omitted.

Tags

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