Stock Screening with Intraday MACD, Amplitude, and a Rising 30-Day Average

Summary

This document outlines a Chinese stock screen requiring amplitude above one, a shrinking negative MACD histogram on a 15-minute chart, and a rising 30-day moving average. The conditions combine a measure of price activity with a short-term momentum signal and a longer-horizon trend filter. The accompanying indicator examples define the MACD condition as a negative reading that is higher than its previous value, and describe a close above the 30-day average as another filter. The Python example also checks whether the moving average itself has risen.

The text explains the intended logic but provides no historical test, performance figures, or evidence that the signals improve returns. It cautions that the method uses technical data alone and that amplitude or price-movement thresholds may be subjective. It suggests including financial measures and market sentiment inputs for a broader assessment. The sample code describes data retrieval and filtering, but its handling of market-wide stocks and intraday data is limited, so the document does not establish a production-ready implementation or a validated strategy.

Key ideas

• The screen combines amplitude above one, a shrinking negative 15-minute MACD histogram, and a rising 30-day average.
• The MACD condition looks for a negative reading that is increasing from the prior bar.
• The document explains the signal rationale but supplies no backtest or performance results.
• Technical-only screening may miss company fundamentals and broader market conditions.
• The sample code is illustrative and does not establish a complete production workflow.

Tags

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