Stock Screening with RSI, Large-Order Flow, and Auction Turnover

Summary

This Chinese stock-screening post describes a filter combining a relative strength index (RSI) below 65, a positive product of price change and a large-order-flow measure, and previous-day auction turnover above 0.26. It presents these as technical, capital-flow, and attention-related criteria intended to find stocks with potential for further gains. A formula note defines the price-change and order-flow calculation, while example Python code sketches how to retrieve market data and apply the filters.

The post offers no backtest, performance figures, or evidence that the conditions predict returns. It warns that market conditions can change and individual stocks may face financial problems or sharp price moves. It suggests adding other indicators or fundamental and theme-related inputs, alongside position and risk controls. The formula and sample code are reference material; the post does not establish that their data fields or calculations are reliable or equivalent across platforms.

Key ideas

• The screen uses an RSI threshold below 65 alongside a price-change and large-order-flow condition.
• It also requires previous-day auction turnover to exceed 0.26.
• The post frames the filters as a combination of technical, flow, and market-attention signals.
• It provides no reported backtest or performance evidence for the screening rule.
• The author recommends considering additional indicators, fundamentals, and risk controls.

Tags

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