Stock Screening with Moving-Average Trends and Daily Buying Pressure

Summary

This A-share screening idea combines a daily net-buying condition with two trend filters: today’s position increase must exceed 5%, the weekly close must cross above its 30-week average, and the 20-day moving average must be above the 120-day average. The article frames the first condition as buying pressure and the moving-average rules as signs of an upward trend. It also gives a simplified pseudocode example for applying the filters to a stock list.

The article notes that the screen is designed to find upward-trending stocks and may misclassify shares with large price swings. It suggests adding measures such as Bollinger Bands and trading volume. The supplied explanation does not provide a backtest, performance results, or clear operational definitions for the daily position-increase field and weekly crossover. The pseudocode also expresses the weekly condition as price above a rolling average, which does not by itself demonstrate that a crossover occurred. The rules are therefore a screening concept that requires precise data definitions and validation.

Key ideas

• The screen combines daily net buying above 5% with weekly and daily moving-average trend filters.
• The 20-day average must be above the 120-day average, while the weekly price condition is described as crossing above its 30-week average.
• The article warns that volatile prices can cause misleading signals and suggests adding volatility or volume measures.
• No backtest results are provided, and the pseudocode does not clearly verify an actual weekly crossover.

Tags

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