Stock Screening with Positive MACD, Low Price, and Fund Strength

Summary

This document outlines a stock-selection screen that combines a positive MACD reading, a share price below 12 yuan, and a ranking by fund strength. It says the selection is performed before the market opens, while its sample code uses intraday data and filters for a specific time. The article also provides formula references for MACD and a fund-strength measure and sketches how to combine price and fund-flow data.

The method aims to blend a trend indicator, a price threshold, and capital-flow information. The document supplies no backtest, return figures, or evidence that these conditions predict gains. It warns that market conditions can change and that relying too heavily on fund-flow measures may overlook other drivers. It suggests considering company fundamentals and industry-level inflows, and the code is presented as an example that may need adjustment as data sources and timing differ.

Key ideas

• The screen requires MACD above zero and a share price below 12 yuan.
• It ranks or filters stocks using a measure of fund strength.
• The document describes pre-open selection, though its sample code includes an intraday time filter.
• It recommends considering fundamentals and industry flows and notes that the approach may fail as conditions change.

Tags

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