Stock Screening with Intraday Range, Large-Order Flow, and Trend Signals

Summary

This Chinese stock screening example combines three proposed short-term signals: daily price range above a threshold, a high ranking in large-order net volume, and a “main uptrend start” condition. The formula defines the range using the high-low spread relative to the high, uses a platform-specific large-order measure, and detects a change in the relationship between short- and longer-term moving averages. Candidates are sorted by turnover. The text presents the screen as a way to find active stocks with price movement and buying interest.

The author cautions that large ranges can bring greater risk and that an apparent upward move does not ensure further gains. Suggested improvements include adding fundamental and market context, managing position size, and using stop-loss and profit-taking rules. The post includes formula and Python examples, but the Python version uses undefined platform functions and its moving-average calculations do not clearly reproduce the stated formula. No backtest or outcome data are supplied, so the thresholds, order-flow metric, and signal behavior need validation before use.

Key ideas

• The screen combines a minimum daily range, a large-order net-volume ranking, and a moving-average-based trend signal.
• Candidates are sorted by turnover, according to the formula description.
• The post characterizes the setup as intended for short-term trading and acknowledges the risk of volatile stocks.
• It recommends adding contextual factors and applying position, stop-loss, and profit-taking controls.
• The code examples are not accompanied by performance evidence, and the Python logic may not match the formula exactly.

Tags

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