Stock Screening with Price, Daily MACD, and Intraday Range

Summary

The document outlines a stock screen using daily price range, a closing price of 18.5 yuan, and positive daily MACD. It describes the range condition as a way to seek more active stocks and MACD as a momentum or trend filter. It also suggests sorting candidates by trading amount and gives formula and Python examples for applying the conditions.

The post acknowledges that these simple filters omit broader company, industry, and market risks, and that rigid thresholds may miss or wrongly select stocks. It suggests adding financial and technical measures, such as earnings, valuation ratios, RSI, or volatility, and using stop levels and position adjustments. The examples contain implementation inconsistencies, including a sorting field not created in the shown selection records, so they should be checked before use. No backtest results or evidence of profitability are provided; the screen is an idea to evaluate, not a validated strategy.

Key ideas

• The proposed screen combines a daily range threshold, a closing price of 18.5 yuan, and positive daily MACD.
• The post frames range as an activity filter and MACD as a momentum or trend condition.
• It suggests adding financial and technical measures to address the screen’s narrow criteria.
• The example code has an apparent mismatch between the selected records and the field used for sorting.
• The document provides no performance evidence for the screening rule.

Tags

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