Stock Screening with Intraday Inflows and a Shortening MACD Histogram

Summary

This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1%, large-order net inflow in the afternoon, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find active stocks while using the histogram signal to identify a possible pullback. The post also supplies example indicator logic and Python-style code for selecting stocks, though the code includes inconsistent data references and does not establish that the implementation works as written.

The author notes that MACD can lag and misread trends, while large amplitude and order-flow activity may select volatile, risky stocks. The screen does not account for all non-market influences. No backtest results, performance figures, or evidence of predictive value are provided. The post suggests adding other technical or fundamental inputs and adjusting the rules, but offers no tested optimization procedure. Treat the criteria as an unvalidated screening idea, not as evidence of an investment edge.

Key ideas

• The screen requires amplitude above 1%, afternoon large-order net inflow, and a shortening MACD histogram on a 15-minute chart.
• The post frames the combination as a way to find active stocks while filtering for a possible pullback.
• MACD lag and the high volatility of selected stocks are named as risks.
• The post provides no performance evidence and its sample code may need correction before use.

Tags

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