Stock Screening with Price Range and Large-Order Net Volume

Summary

The document presents a short-term stock screen combining daily price range, positive large-order net volume over several consecutive days, and a stock-code prefix. Its stated final conditions are amplitude above one, net volume above 0.05 for at least three days, and codes beginning with 60. The proposed rationale is to find recently active stocks, although the article supplies no performance results or validation.

The accompanying Python example attempts to calculate amplitude, roll up net volume over three sessions, and apply the code-prefix filter. However, its amplitude calculation and subsequent comparisons do not clearly implement the stated amplitude threshold. The article also incorrectly describes stocks beginning with 60 as ChiNext stocks; that prefix generally identifies Shanghai-listed shares. It warns that the screen may favor short-term activity at the expense of longer-term prospects and suggests combining technical indicators with fundamental analysis. The method remains a basic screening proposal, with no entry, exit, or risk-control rules.

Key ideas

• The stated screen combines amplitude, positive large-order net volume across three or more days, and a code prefix beginning with 60.
• The article frames the conditions as a way to select recently active stocks.
• The sample calculation does not clearly match the stated amplitude condition.
• The document misidentifies the 60 code prefix as ChiNext stocks.
• It offers no performance evidence or complete trading and risk-management rules.

Tags

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