Stock Screening with MACD, Fund Flow, and a Rising 30-Day Average

Summary

This Chinese-language post proposes a stock screen requiring MACD to be above zero, a descending ranking of capital-flow strength, and a rising 30-day moving average. The stated intent combines a positive trend filter with a measure of fund activity. It provides indicator formula references and a sample implementation that also filters stocks using selected fundamental fields before applying technical and fund-flow checks.

There is a notable ambiguity in the fund-flow condition: the prose says strength should move from high to low, while the sample code checks whether recent main fund inflows exceed outflows. The code’s MACD logic also tests for a crossover, which differs from simply remaining above zero, and its moving-average comparison is not a direct match for the stated condition. No backtest or performance evidence is supplied. The post cautions that technical measures can miss business quality, valuation, and competitive risks, and suggests broader fundamental analysis and risk controls. The screen therefore needs precise rule definitions and independent testing before practical use.

Key ideas

• The proposed screen combines MACD above zero, capital-flow strength, and a rising 30-day average.
• The example implementation adds fundamental filters before applying technical conditions.
• The description of declining fund-flow strength differs from the code’s inflow-versus-outflow test.
• The sample MACD crossover check is not equivalent to a simple above-zero condition.
• The post identifies missing fundamental analysis and technical-signal limitations as risks.

Tags

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