Stock Screening with Large-Order Flow and a Weekly Moving-Average Cross

Summary

This proposed equity screen combines price amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a weekly five-period moving average crossing above the ten-period average. The article sketches indicator formulas and Python-style filtering, then suggests adding market or fundamental factors such as earnings and return on equity.

The author notes that technical signals can lose reliability as market conditions change and that technical-only selection does not assess company fundamentals. No historical results or comparative evidence are presented. The code shown has notable ambiguities: the amplitude filter appears inconsistent with a conventional range calculation, the rolling net-volume condition does not clearly enforce consecutive qualifying days, and the moving averages are calculated without a demonstrated weekly resampling step. These details require correction and validation before the screen can be meaningfully tested.

Key ideas

• The screen combines price amplitude, positive large-order net volume, and a weekly moving-average crossover.
• The post recommends considering fundamental filters alongside technical signals.
• The author cautions that technical indicators can become unreliable when market conditions shift.
• The sample implementation does not clearly match the stated conditions and includes no performance evidence.

Tags

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