Short-Term China Stock Screen Using Range, Volume, Opening Gap, and KDJ

Summary

This post outlines a short-term stock screen using amplitude above 1, current volume above 10,000 lots, a higher open, and a KDJ reading below 20. It frames the range and volume conditions as signs of active trading, while the opening condition and low KDJ value are intended to identify stocks for short-term technical analysis. The post includes sample formula and Python code, although the code’s data calls and conditions may not map cleanly to the stated rules.

The author warns that the screen leaves out company finances, industry context, and overall market risk, and notes that technical readings can be misinterpreted. Suggested improvements include adding financial and market factors, moving averages, and other technical measures. No historical test or realized results are reported. The stated thresholds describe a proposed filter, not demonstrated evidence of an edge, and the post itself characterizes the approach as risky for short-term use.

Key ideas

• The screen combines amplitude above 1, volume above 10,000 lots, a higher open, and KDJ below 20.
• The post presents the conditions as a short-term technical filter for active stocks.
• It includes formula and Python examples whose implementation may differ from the prose logic.
• The author recommends considering financial data, industry context, market risk, and additional indicators.
• No backtest or performance results are reported, and the method is described as risky.

Tags

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