Selecting Stocks by Amplitude, Institutional Flow, and Curved Price Patterns

Summary

This Chinese-language post describes a daily stock screen that combines three conditions: an amplitude measure above a threshold, a change in an institutional volume-flow measure, and detection of a recent rounded upward price pattern. It says the curved pattern begins at a low within the recent ten trading days, then rises with changing pace before flattening. The screen is intended to identify stocks after the market opens.

The post gives indicator expressions for the conditions and suggests adding fundamental measures or technical indicators, with weights adjusted for market conditions. It offers no performance results or empirical validation. The institutional-flow proxy and the curved-pattern detector are not explained in enough detail to assess their construction, and the accompanying Python example contains placeholders and references to undefined data. The author also cautions that the screen can miss other opportunities and that manipulation or false information may distort the signals; it should be used with risk controls.

Key ideas

• The screen combines an amplitude threshold, a change in institutional volume-flow data, and a curved upward price-pattern signal.
• The described curved pattern starts at a recent low and progresses through a rising section toward a flatter arc.
• The post proposes adding fundamental or technical indicators and adjusting conditions for the market environment.
• It provides no backtest evidence, and its sample Python implementation is incomplete.

Tags

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