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Stock Screening with Price Amplitude, Institutional Participation, and Rising MACD DEA

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Summary

This Chinese-language post outlines an equity screen combining three conditions: price amplitude above one, institutional participation above 25% over 15 days, and a rising MACD DEA value across three observations. It presents the conjunction as a way to look for active stocks with institutional interest and an improving technical trend. The post also suggests expanding the screen with valuation and profitability measures, additional indicators such as RSI or KDJ, sector analysis, and capital-flow information.

The material gives screening conditions and illustrative platform-specific formula and Python references, but it does not report a systematic backtest, portfolio construction method, execution rules, or measured returns. It cautions that the approach omits company financial measures and relies heavily on technical signals, which can increase risk. The threshold and indicator settings are presented as a selection recipe rather than evidence of predictive power; the data definitions and code references would need validation before practical use.

Key ideas

  • The screen combines amplitude, institutional participation, and a rising MACD DEA condition.
  • The institutional participation threshold is stated as greater than 25% over 15 days.
  • The post recommends adding valuation, profitability, sector, flow, and technical measures.
  • It warns that omitted financial factors and heavy reliance on indicators can raise risk.
  • No backtest or performance evidence is provided.

Tags

EquitiesTechnical indicatorsMomentumRisk management

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