Stock Screening with a Rising 30-Day Average and Large-Order Flow

Summary

This screening recipe combines three market-based conditions: daily amplitude above a threshold, a large-order net-volume measure meeting a stated cutoff, and an upward 30-day moving-average trend. The article describes the mix as a way to consider price movement, trading activity, and trend when selecting stocks, and its example sorts candidates by turnover rate. Formula and Python-style examples are included to show how the conditions might be represented.

The author cautions that historical technical indicators do not account fully for company fundamentals or broad market conditions, and that volatile or rapidly changing markets may weaken the approach. Financial ratios and industry analysis are suggested as additions. The article supplies no measured returns, comparative analysis, or backtest. Its sample code also relies on prior-row data and fields or functions not fully defined in the text, so it does not establish a complete, reproducible trading system or show how to manage positions after selection.

Key ideas

• The screen combines amplitude, a large-order net-volume measure, and a rising 30-day average.
• The example ranks selected stocks by turnover rate.
• The author recommends considering financial measures, industry context, and overall market conditions.
• Technical indicators describe historical data and may be unreliable in fast-changing markets.
• The article gives no backtest or complete position-management rules.

Tags

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