Short-Term A-Share Screening with RSI, Trading Pressure, and Price Bounds

Summary

This post describes a short-term Chinese equity screen using RSI below 65, an outside-volume to inside-volume ratio above 1.3, and a share-price filter. Although the headline mentions a specific price, the body shifts to a range: its example uses prices from 18 to 19, while the proposed final logic calls for a configurable range and also refers to Bollinger bands. The author interprets a higher outside-to-inside ratio as a sign of buying pressure.

The post gives no measured results or backtest. It cautions that the screen omits company fundamentals, may overfit short-term price behavior, and can discard otherwise attractive shares through a rigid price condition. It recommends considering additional fundamental and market data, using a range rather than a single price, and periodically testing and revising the rules. The supplied code examples are illustrative and do not fully align with the stated criteria, so the screen needs clarification before implementation.

Key ideas

• The proposed short-term screen combines RSI below 65 with an outside-to-inside volume ratio above 1.3.
• The headline names a fixed price, while the examples use a range and Bollinger-band conditions.
• The author interprets the volume ratio as a measure of buying pressure.
• The post warns that technical filters omit fundamentals and may overfit, and it gives no performance evidence.

Tags

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