Stock Screening with Moving Average Trend and 15-Minute MACD

Summary

This article describes a Chinese A-share screening idea that combines daily volatility, a moving-average trend filter, and a short-term MACD signal. It selects stocks with amplitude above 1, a 20-day moving average above the 120-day average, and a shrinking MACD histogram on a 15-minute chart. The rationale is that the moving averages indicate an upward trend while a contracting negative histogram may precede a short-term rebound.

The article suggests moderating the volatility screen, favoring stable trading volume, and checking the short-term signal against indicators aligned with the longer trend. It includes sample formulas and a Python workflow, but these examples are inconsistent: the Python data request uses five-minute bars, and its histogram condition selects further decreases rather than clearly identifying a shrinking negative bar. No performance results or backtest evidence are provided. The author notes that high volatility can raise risk and that short-term indicators may be unsuitable for long-term investing; the screen is presented as a starting point that requires validation and adaptation.

Key ideas

• The screen combines amplitude above 1 with a 20-day moving average above the 120-day average.
• A shrinking negative MACD histogram on a 15-minute chart is treated as a possible short-term rebound signal.
• The article recommends checking the short-term signal against longer-term trend measures and trading-volume stability.
• The examples provide no performance evidence, and their MACD conditions and bar intervals require careful verification.

Tags

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