Stock Screening with Opening Gains, Range, and 15-Minute MACD

Summary

This Chinese-language article proposes a short-term stock screen combining three conditions: daily price range above one, the 9:25 price gain below six percent, and a shortening green histogram on a 15-minute MACD. It presents the combination as a way to consider volatility, the opening move, and short-term technical behavior together. It also includes indicator-formula and Python examples that aim to retrieve stock data, calculate MACD, and filter candidates.

The article warns that the screen ignores longer-term trends, company fundamentals, and other technical indicators, and suggests adding fundamental or trend filters and adjusting for changing market conditions. The implementation examples have limitations: the written description refers to a shrinking histogram, while the supplied conditions compare MACD component values; the Python example also contains data-handling assumptions that are not explained. No backtest results, benchmark, or risk-adjusted performance evidence is reported, so the screen is a candidate-generation idea rather than a validated trading strategy.

Key ideas

• The screen combines a daily range threshold, a limit on the 9:25 price gain, and a 15-minute MACD condition.
• The article frames the conditions as filters for volatility, opening behavior, and short-term momentum.
• It provides formula and Python examples for screening stock data.
• The author notes that the approach omits long-term trends, fundamentals, and other technical indicators.
• The examples do not establish profitability, and the described histogram condition may not match the supplied comparisons.

Tags

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