Stock Screening with RSI, Large-Order Flow, and a Size Threshold

Summary

This Chinese-language post describes an equity screening rule combining RSI below 65, the product of price change and a large-order net-flow measure, and company size above 200 million. It presents the combination as a way to bring technical conditions, trading activity, and company scale into one screen. The accompanying example uses same-day market data and filters for positive price-change times the stated order-flow field, alongside the RSI and size thresholds.

The post argues that scale may reflect a company’s capital strength and market position, while price change and large-order flow may offer clues about trading and investor interest. It provides no backtest, performance statistics, or empirical comparison, so the proposed rationale is not evidence of returns. The author notes that size-based filtering may exclude promising smaller firms and that the flow and price-change combination cannot capture all market risk. Suggested extensions include valuation measures and stronger stop-loss and risk controls. The code and field definitions are platform-specific, so the rule would need careful verification before use.

Key ideas

• The screen combines RSI below 65 with price change multiplied by a large-order net-flow measure.
• It also requires company size to exceed 200 million.
• The post treats scale as a possible proxy for capital strength and market position.
• The author warns that the size filter may omit promising smaller companies.
• No backtest or performance evidence is presented.

Tags

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