Screening Stocks by Intraday Amplitude, Order Flow, and Profit Growth

Summary

This Chinese stock screen combines a daily price-amplitude condition, afternoon large-order net inflow, and year-over-year growth in net profit attributable to the parent company. It specifies profit growth above 20% and no greater than 100%. The article frames these as technical, trading-activity, and fundamental inputs that may identify firms with both market activity and earnings growth. It includes formula references and sample code, but the described afternoon flow measure and the code’s price-volume expression are not clearly reconciled.

The note reports no backtest, portfolio results, or evidence that the combined criteria improve returns. It warns that liquidity and sentiment can affect results and that the filters do not capture broader financial risks. It proposes adding further fundamental and price-volume measures and testing iterations, without presenting validation. The code applies conditions across retrieved data in ways that may not correspond to a point-in-time screen, so the example alone does not establish a reliable implementation.

Key ideas

• The screen combines amplitude above 1, afternoon large-order net inflow, and parent-company net-profit growth between 20% and 100%.
• It aims to join price behavior and trading activity with an earnings-growth filter.
• The document gives no backtest or evidence of investment performance.
• Liquidity, sentiment, financial risk, and implementation ambiguity limit what the screen establishes.

Tags

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