Stock Screening with RSI, Fund Flows, and Three Golden Crosses

Summary

This Chinese-language strategy note describes a stock screen combining RSI below 65, the product of price change and large-order net inflow, and bullish crossovers in three indicators, with MACD, KDJ, and DMA as examples. Its sample implementation also filters for positive price-to-book and price-to-earnings values, then compares indicator lines to identify bullish conditions.

The note offers no backtest, performance figures, or evidence that the screen predicts returns. It flags conflicting technical signals and the uncertainty of large-order flows, and suggests adding fundamental measures such as return on equity and revenue growth. The implementation is illustrative: it relies on data fields and indicator functions whose availability and definitions are not established in the text, and its crossover checks compare current lines rather than explicitly detecting a new crossover event.

Key ideas

• The screen requires RSI below 65 and combines price change with large-order net inflow.
• It seeks bullish alignment across MACD, KDJ, and DMA indicators.
• The sample code adds positive valuation filters and compares indicator lines.
• The note provides no performance evidence and warns that signals may conflict or be disrupted by uncertain flows.

Tags

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