Stock Screening with Intraday Inflows, Range, and a Rounded Price Pattern

Summary

This document describes an equity screen combining three conditions: daily high-low range above a threshold, positive afternoon large-order flow, and a rounded price pattern. It gives formulas for the range and flow checks and sketches a moving-average comparison intended to identify the rounded shape. The Python example applies similar conditions to daily stock data and adds a market-cap filter.

The post explains the screen conceptually but provides no backtest, performance evidence, or defined holding and exit rules. It cautions that the screen may select temporarily active, illiquid, or fundamentally weak stocks, and that changing market conditions can affect results. It suggests adding valuation, financial, and technical measures, then reviewing fundamental, technical, and policy factors and managing position risk before trading. The formulas and sample implementation appear inconsistent in places, so their calculations would need validation before use.

Key ideas

• The screen combines a minimum daily price range, afternoon large-order inflow, and a rounded price pattern.
• The document uses price and volume data to approximate the flow and shape conditions.
• It provides no historical test results or complete trading rules.
• The author flags liquidity, company quality, and market-regime risks.
• Fundamental checks and explicit risk controls are suggested as additions.

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