Stock Screening with MACD Curvature, Relative Volume, and Moving Averages
Summary
This Chinese-language stock-screening post describes a three-part filter: rank stocks by relative volume and retain the top 100, look for MACD DIF and DEA lines forming a rounded shape near zero, and require the 20-day moving average to be above the 120-day average. The author interprets these conditions as signs of buying activity, a stable price pattern that may precede a rise, and stronger short-term than long-term trend, respectively.
The post suggests adding turnover and trading volume to assess flows, RSI or Bollinger Bands to supplement the MACD pattern, and additional moving-average or band measures to evaluate trends. It warns that the screen omits company fundamentals, market sentiment, and longer-term trend context. No backtest, performance data, precise definition of the rounded MACD shape, or complete final screening rule is provided, so the proposed bullish interpretations remain unvalidated and may be difficult to reproduce consistently.
Key ideas
- The screen ranks stocks by relative volume and selects the top 100.
- It looks for MACD DIF and DEA lines forming a rounded shape near the zero axis.
- It requires the 20-day moving average to exceed the 120-day moving average.
- The post proposes supplementary indicators but provides no backtest or reproducible definition of the MACD shape.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.