Screening Stocks with KDJ Crossovers, Price Range, and Relative Volume

Summary

This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band. The accompanying explanation treats a larger range as a sign of volatility, the crossover as a possible shift toward rising prices, and elevated but bounded trading activity as evidence of market attention. It also includes sample indicator calculations and code references for implementing the screen.

The post offers a rationale for the filters but no backtest, performance results, or comparison against a benchmark. It warns that volume-ratio data may be imperfect and that technical and activity measures omit company operations and fundamentals. Suggested extensions include valuation, profitability, additional indicators, and financial or industry research. The formulas and code are implementation sketches; their data fields and calculations may require verification before use, and the stated signals do not establish that a stock will rise.

Key ideas

• The screen combines price range, a fresh KDJ crossover, and a bounded volume ratio.
• The post interprets the crossover as a possible improvement in price momentum.
• It provides example calculations but reports no backtest or investment results.
• The author flags data quality 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.