Stock Screening with Price Range, Limit-Up History, and Rising KDJ

Summary

This Chinese stock-selection example combines three technical conditions: daily high-to-low amplitude above one percent, at least two qualifying limit-up moves in a 500-day lookback, and a positive day-over-day increase in the K value of a nine-period KDJ calculation. It proposes ranking candidates using amplitude, limit-up frequency, and KDJ growth. The document includes formula references and a Python example intended to screen stocks from historical data.

The author cautions that a technical-only screen may miss fundamental information and that KDJ can lag or misread brief reversals. Suggested refinements include combining additional KDJ lines or indicators such as MACD and RSI with fundamental measures. No backtest results or evidence of returns are reported. The Python example also differs from the stated screening rule in places: its amplitude check uses averages, and the KDJ calculation references a different component than the described K value. These details should be reconciled before using the implementation.

Key ideas

• The screen requires amplitude above one percent and at least two qualifying limit-up moves over 500 days.
• It selects for a positive increase in the K line of a nine-period KDJ indicator.
• The proposed ranking combines amplitude, limit-up frequency, and KDJ growth.
• The document warns that technical signals can lag and omit fundamental information.
• The provided Python example does not exactly match every stated screening condition.

Tags

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