Stock Screening with Amplitude, Moving Averages, and Rising MACD DEA

Summary

This Chinese-language post outlines a stock screen that combines price amplitude, a short-term moving-average condition, and a rising MACD DEA reading. Its stated aim is to find shares with signs of near-term upward movement alongside a medium-term upward trend. It includes a sample screening expression and a Python-style illustration, though the implementation details do not consistently match the prose: the moving-average comparisons and MACD series checks appear to use different definitions of the intended conditions.

The post warns that these price-based indicators do not assess company fundamentals and may react poorly to anomalous data. It suggests adding indicators such as RSI or KDJ, fundamental measures such as revenue and profit, and risk controls based on historical volatility. No backtest methodology, performance statistics, or evidence of returns is provided, so the screen should be treated as an illustrative technical filter rather than a validated strategy. The examples also leave ambiguity around amplitude units, data handling, and exact indicator conventions.

Key ideas

• The proposed screen combines amplitude, a moving-average condition, and rising MACD DEA.
• Its stated goal is to identify stocks with short- and medium-term upward signals.
• The post notes that technical filters do not evaluate company fundamentals.
• It identifies sensitivity to historical or anomalous price data as a source of false signals.
• Suggested extensions include other indicators, fundamental measures, and volatility-based risk controls.

Tags

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