Stock Screening with Amplitude, K-Line, and a 250-Day Trend Filter

Summary

This Chinese-language post outlines a stock screen combining a price-amplitude condition, a K-line condition below 20, and the previous close above the 250-day moving average. It presents reference implementations for a charting formula and Python, where the amplitude is calculated relative to the prior close and the moving average is based on closing prices. The intent is to select shares with activity while keeping them above a long-term trend measure.

The post does not provide a backtest, performance evidence, or precise definitions that reconcile all versions of the screen. In particular, the charting formula uses a close-related expression and a threshold that do not clearly match the written amplitude and K-line criteria or the Python implementation. It acknowledges that price-only screening can miss fundamentals and changing market conditions, and suggests adding indicators, valuation measures, and event or industry context. These are proposals rather than tested improvements; the screen should be treated as a basic selection rule whose specifications need clarification and validation.

Key ideas

• The proposed screen combines an amplitude threshold, a K-line threshold, and a prior close above the 250-day moving average.
• The Python example computes amplitude relative to the previous close and compares the prior close with the moving average.
• The charting formula and written criteria are not fully consistent, leaving some conditions ambiguous.
• The post offers no historical performance results or validation of the screen.
• It suggests adding technical, fundamental, and market-context inputs, but does not test those additions.

Tags

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