Screening Stocks for Range, Positive Large-Order Flow, and Falling Lows

Summary

This post proposes screening stocks for daily amplitude above 1, positive large-order net volume above 0.05 over three consecutive days, and a pattern described as three consecutive down days. It supplies example formula fragments and Python calculations using rolling volume and low-price measures. It frames the screen as a way to find stocks with notable price movement and persistent large-order buying despite a declining price pattern.

The article cautions that the rules may be sensitive to market noise and that the down-day pattern may misrepresent the broader price path. It suggests adding moving averages, other technical indicators, valuation measures, and capital-flow information. The stated formula for falling lows compares rolling minimum lows, which does not necessarily establish three consecutive down closes; the description and implementation therefore do not align cleanly. No backtest, trading results, or execution details are presented.

Key ideas

• The proposed screen combines amplitude above 1 with positive large-order net volume for three days and a falling-price condition.
• The example implementation uses rolling volume and rolling minimum lows.
• The post warns that market noise can make the selection unstable.
• Its rolling-low condition does not directly verify three consecutive down closes.
• No performance evidence or execution assumptions are supplied.

Tags

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