Short-Term Stock Screening with Volatility, Fund Flows, and the 10-Day Average

Summary

This Chinese-language post describes a short-term stock screen combining daily price range, large-order activity, and the opening price’s distance from a 10-day moving average. Its indicator example defines the range as high minus low relative to the previous close, requires positive trading amount, and keeps opening prices within three percent above or below the average. The prose also frames large-order net volume as a measure of trading activity and sentiment, and the moving average as a rough signal of near-term direction.

The post offers no performance results or backtest evidence. Its accompanying Python example uses turnover and trading amount as proxies for the large-order condition, so the implementation does not exactly match the stated ranking rule. The author cautions that the screen relies on short-term technical data, that a 10-day average may not capture the trend reliably, and that company fundamentals and industry conditions are omitted. It recommends testing the approach and combining technical signals with fundamental analysis; those additions are suggestions rather than demonstrated improvements.

Key ideas

• The screen combines relative daily price range, a large-order or trading-activity measure, and an opening price near the 10-day moving average.
• The indicator example places the opening price within three percent of the moving average.
• The Python example substitutes turnover and trading amount for the described large-order net-volume ranking.
• The post provides no evidence of returns or robustness and notes that the screen omits fundamental factors.

Tags

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