Screening Stocks by Price Amplitude, Trading-List Activity, and Money Flow

Summary

This Chinese-language post describes a stock screen requiring prior-day price amplitude above 1, appearance on the previous day’s Longhu trading list, and a positive product of the stock’s price change and large-order net amount. The author frames amplitude as a way to identify volatile stocks, list appearance as a sign of unusual trading activity, and the product condition as a way to align price direction with large-order flows. Formula and Python examples illustrate calculating these filters and combining their qualifying stocks.

The proposal is a short-term selection heuristic, not a demonstrated strategy: it reports no backtest, returns, transaction costs, or rules for entering, exiting, and sizing positions. The post flags market reversals, broader market risk, and the omission of company financials and business quality. It suggests adding valuation and business information and considering a longer investment horizon. The examples depend on the availability and interpretation of trading-list and money-flow data, and their stated conditions alone do not establish an advantage.

Key ideas

• The screen combines prior-day amplitude above 1, prior-day Longhu list appearance, and a positive price-change-by-large-order-flow product.
• The author interprets volatility and list appearance as signs of short-term opportunity and unusual activity.
• The examples demonstrate applying the conditions to price, list, and money-flow data.
• No performance results, transaction costs, or position-management rules are provided.
• The post identifies market risk and missing fundamental analysis as limitations.

Tags

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