Selecting Stocks with RSI, Order Flow, and Afternoon Fund Inflows

Summary

This post outlines a Chinese stock selection screen combining a relative strength index below a stated ceiling, an external-to-internal trading volume ratio above a threshold, and positive afternoon large-order net inflow. It frames these as technical and market-activity filters that may identify stocks with potential upside. Example platform formulas and a Python-style implementation are included to illustrate the intended conditions.

The post does not report a backtest, live results, or evidence that the combined filters predict returns. It cautions that technical indicators can fail, market conditions can change, and volume or price analysis may be inaccurate. It suggests combining the signals with fundamental analysis and reassessing the criteria over time. Data definitions and availability may also vary across the referenced platforms, so the sample implementation would need validation.

Key ideas

• The screen combines an RSI ceiling, a trading volume ratio threshold, and positive afternoon large-order inflows.
• The article provides example formulas and an implementation outline.
• No performance evidence is presented for the selection logic.
• The author warns that technical filters and market data can be unreliable.

Tags

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