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Stock Screening with Price Range, Afternoon Money Flow, and Trading-List Activity

Article SuperMind
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Summary

This stock-selection idea combines daily price amplitude above 1, afternoon large-order net inflow, and an appearance on the prior day’s trading list. The article treats amplitude as a measure of price movement, afternoon order flow as a possible sign of institutional activity, and trading-list appearance as evidence of market attention. It presents the combination as a short-term screening approach, but reports no backtest or outcome data.

The author cautions that trading-list status can be noisy and is not automatically bullish, and that all three inputs are sensitive to changing market conditions. Suggested refinements include classifying the reasons and frequency of list appearances, adding financial or industry data, and incorporating risk controls. The example code contains extra market-capitalization constraints and implementation details that do not fully align with the stated rule, so the intended screen and sample implementation should be distinguished.

Key ideas

  • The proposed screen combines price amplitude, afternoon large-order net inflow, and prior-day trading-list activity.
  • The article interprets trading-list appearance as a marker of market attention, not a guaranteed positive signal.
  • Order-flow and amplitude measures may be affected by changing market conditions.
  • The author suggests classifying trading-list events and adding fundamental or industry information.
  • The example code includes additional filters beyond the stated three-condition screen.

Tags

EquitiesTechnical indicatorsSentimentRisk management

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