Screening Stocks by Price Range, Large-Order Flow, and Company Attributes
Summary
This stock-selection approach combines a price-range condition with persistent positive large-order net flow and company classifications. Its stated rule seeks stocks with amplitude above 1, large-order net flow above 0.05 for at least three consecutive days, and company attributes matching selected criteria. The examples focus on automotive manufacturers in Zhejiang or Jiangsu and computer-application firms, alongside additional price, moving-average, ranking, and volume-related conditions in the indicator formula.
The document includes formula and Python examples, but the code's amplitude and rolling-flow calculations do not transparently match every part of the written rule. No historical test or performance evidence is supplied. The author notes that company classifications can be subjective and proposes adding financial measures such as profit growth, revenue growth, or leverage, as well as tailoring industry filters more precisely.
Key ideas
- The stated screen combines amplitude above 1 with positive large-order net flow over at least three days.
- It narrows the stock universe using industry and regional attributes.
- The examples include extra technical conditions, and their calculations do not clearly match all prose criteria.
- No performance test is presented, and the author identifies subjectivity in choosing company attributes.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.