Stock Screening with Amplitude, Large-Order Flow, and Positive P/E

Summary

This Chinese-language post describes an equity screen combining price movement, large-order net volume, and valuation. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and positive P/E. The post interprets the amplitude condition as a way to find more volatile stocks and the order-flow condition as a possible institutional buying signal. It also includes a separate indicator formula and a Python example, with additional filters such as positive EPS and ROE above 10.

The post gives no performance results or validation evidence for the screening rules. It cautions that P/E alone cannot represent company fundamentals and that technical and flow conditions can change. It suggests adding growth and profitability measures, considering industry and economic conditions, and managing holding periods and risk. The example code and formula do not align cleanly with the stated screen, so they should not be treated as a demonstrated implementation.

Key ideas

• The stated screen requires amplitude above 1, large-order net volume above 0.05 for at least three days, and positive P/E.
• The post treats sustained positive large-order flow as a possible institutional buying signal.
• It recommends broadening fundamental checks beyond P/E to include growth and profitability.
• The document provides no backtest results, and its code examples differ from the written screening criteria.

Tags

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