Short-Term Stock Screening with Intraday MACD and DEA Signals

Summary

This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active shares, a shrinking negative MACD histogram as a possible change in momentum, and rising DEA as evidence of upward movement. It also offers indicator formulas and a sample data-processing workflow, but does not provide backtest results or measured performance.

The article cautions that volatile shares can move unpredictably, a contracting negative MACD histogram does not ensure a reversal, and a rising DEA does not guarantee a continuing uptrend. It suggests combining additional technical and fundamental inputs and adapting parameters to market conditions. The sample implementation has apparent mismatches with the stated rules: it filters a turnover-ratio field rather than amplitude, and its DEA calculation and data alignment should be verified. The signal conditions therefore need careful validation before use.

Key ideas

• The proposed screen combines elevated amplitude with a shrinking negative MACD histogram and rising DEA on a 15-minute interval.
• The article treats the signals as candidate indicators of activity and improving momentum, not guarantees of reversal or continued gains.
• It recommends risk controls and considering additional technical or fundamental inputs.
• The sample code uses a turnover-ratio field for the amplitude filter, creating a mismatch with the written condition.
• No backtest results or evidence of predictive performance are supplied.

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