Screening Stocks with Positive MACD, High Attention, and Trading Value

Summary

This Chinese stock-screening post describes a daily pre-open filter for shares whose MACD is above zero, whose attention ranking is high, and whose previous-day trading value exceeds 60 million. The MACD condition is presented as a trend filter, attention as a measure of market interest, and trading value as a liquidity check. The post also gives example indicator formulas and Python-style screening steps, though it does not provide results from a backtest or live trading.

The author cautions that technical and liquidity filters can miss fundamental risks, and that a fixed trading-value threshold may leave too few candidates when liquidity is weak. Suggested refinements include adding fundamental measures, adjusting thresholds by sector, examining price-volume behavior, and incorporating other technical or thematic filters. The approach is a screening recipe rather than a complete portfolio or execution strategy; the post does not define position sizing, exits, or performance evaluation.

Key ideas

• A positive MACD reading is used to screen for stocks with upward trend conditions.
• Stocks are ranked by attention, with higher-attention names preferred.
• The screen requires previous-day trading value above 60 million.
• The author recommends adding fundamental and sector-aware filters and evaluating price-volume behavior.
• The post offers example formulas but reports no backtest or live performance evidence.

Tags

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