Screening Stocks by Price Amplitude, Large-Order Flow, and Recent Highs

Summary

This Chinese equity screening concept selects stocks with price amplitude above a threshold, a high ranking for large-order net volume, and a closing price at the highest level of the last two sessions. The rationale is to identify short-term candidates with meaningful movement, concentrated order flow, and recent price strength. The article gives sample indicator logic and Python-style implementation guidance, including ranking by capital inflow, but supplies no backtest results or evidence of predictive performance.

The author notes that the screen relies mainly on technical and flow measures and may miss fundamental or industry information. A two-session high is a narrow measure of price behavior and may not represent a stock’s broader value or trend. The article suggests combining the screen with fundamental analysis, sector context, and additional indicators, then applying risk controls. Its sample implementation contains placeholders and apparent inconsistencies, including references to values or functions not defined in the example, so it should be checked carefully before use.

Key ideas

• The screen combines price amplitude, a large-order net-volume ranking, and a two-session closing-price high.
• The rationale targets short-term price strength accompanied by concentrated order flow.
• The article provides example formula and implementation guidance but no performance evidence.
• The screen may miss fundamental and industry factors, and a two-session high is a limited trend measure.
• The sample implementation contains undefined or inconsistent elements that require review before use.

Tags

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