Stock Screening with Large-Order Flow and a Fresh KDJ Golden Cross

Summary

This Chinese-language post describes a stock-selection screen combining price amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a newly formed KDJ golden cross, where the K line moves above the D line. It provides an indicator formula and sample Python logic for calculating rolling large-order net volume and KDJ values, then filtering for the crossover.

The post argues that adding the crossover may strengthen the selection signal, but it gives no backtest results or performance evidence. It flags delayed indicator signals and changing market conditions as risks, and suggests combining KDJ with indicators such as MACD or RSI. The sample calculations and stated criteria should be treated cautiously: the amplitude implementation in the example appears inconsistent with the headline condition, and the rolling volume test does not itself establish that the threshold was exceeded on each of three separate days.

Key ideas

• The screen combines an amplitude threshold, sustained positive large-order net volume, and a recent KDJ bullish crossover.
• A KDJ golden cross is defined as the K line moving above the D line after being below it.
• The post supplies formula and Python examples but no reported backtest results.
• KDJ signals can lag and may be affected by changing market conditions.
• The sample rolling-volume calculation may not enforce the stated requirement for each of three consecutive days.

Tags

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