Stock Screening with Rising Lows, Price Movement, and Large-Order Flow

Summary

This Chinese stock-screening proposal combines price amplitude, rising lows, daily price movement, and net volume attributed to very large orders. Its selection logic seeks stocks with amplitude above 1, a rising price base, and a sufficiently strong product of price change and large-order net flow. The example rules also exclude special-treatment stocks and include trend and Bollinger-band conditions. The document describes selling when price action falls below the Bollinger middle band, although its accompanying Python example uses additional indicator and moving-average conditions.

The author frames the approach as a mix of technical signals and market-flow data, and warns that unusual market moves can make these inputs unstable or cause the screen to miss other attractive stocks. It suggests adding indicators, market capitalization, and trading volume. No backtest, benchmark, or realized performance evidence is supplied, and some implementation details are inconsistent between the written rules and examples. The thresholds and lookback definitions therefore need careful validation before the method can be interpreted as a reproducible trading strategy.

Key ideas

• The screen combines amplitude, rising lows, price change, and large-order net volume.
• The proposed rules exclude special-treatment stocks and add trend and Bollinger-band conditions.
• The stated exit condition uses a breach of the Bollinger middle band, while the code examples add other indicator checks.
• The document warns that flow and price signals can be unstable and may omit candidates.
• No backtest results are provided, and implementation details vary across the examples.

Tags

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