Stock Screening with RSI, Bid-Ask Volume, and a KDJ Golden Cross

Summary

This Chinese-language note proposes selecting stocks with RSI below 65, first-level bid volume greater than first-level ask volume, and a recent KDJ golden cross. It frames the combination as a search for stocks with potential rebound conditions, positive order-book sentiment, and a possible trend reversal. Its examples show indicator calculations and a filter that checks whether the K line crossed above the D line between the previous and latest observations. The Python example also includes a market-value condition.

The note cautions that the approach omits company fundamentals, financial data, industry trends, and liquidity considerations, and that market volatility can affect its signals. It recommends combining technical criteria with those broader factors and applying risk controls and portfolio diversification. The examples do not establish a consistent data definition for the volume fields or provide backtest results, live-trading evidence, or measured risk and return. The strategy is therefore presented as a screening idea, not as a validated source of excess returns.

Key ideas

• The proposed screen requires RSI below 65 and first-level bid volume above ask volume.
• A KDJ golden cross is defined in the example as K moving from below D to above D.
• The note describes the combination as a possible rebound and trend-reversal screen.
• It identifies missing fundamental, industry, and liquidity analysis as limitations.
• No backtest or live performance evidence is reported.

Tags

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