Stock Screening with RSI, Large-Order Flow, and Opening Auction Change

Summary

This Chinese-language post describes an equity screening rule combining a relative strength index below 65, the product of percentage price change and a measure of net large-order flow, and an opening-auction gain below 6%. It presents these filters as a way to combine a technical indicator, a proxy for money flows, and a short-term sentiment measure. The post also gives formula references and sample Python-style filtering logic, though it does not explain how the large-order flow measure is constructed or validate the implementation.

The evidence is a description of the proposed rules rather than reported backtest or live trading results. The author cautions that the approach relies on technical, flow, and short-term sentiment inputs and may miss other relevant factors; the auction move alone does not indicate long-term prospects. Suggested extensions include adding chart patterns and fundamental measures such as profitability, growth, and valuation, while adjusting the auction threshold and managing portfolio exposure. No risk-adjusted performance or evidence that the screening conditions predict returns is supplied.

Key ideas

• The screen requires RSI below 65 and an opening-auction percentage gain below 6%.
• It combines price change with a measure of net large-order flow as a selection condition.
• The post frames the rules as a blend of technical, capital-flow, and short-term sentiment inputs.
• It provides formula and sample filtering references but no backtest or live performance evidence.
• The author suggests adding fundamental measures and portfolio controls to address the screen's limits.

Tags

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