Stock Screening with RSI, Large-Order Flow, and Position Growth

Summary

This post proposes a stock-selection screen using RSI below 65, a condition involving price change multiplied by a large-order flow measure, and today’s position increase share above 5%. It presents the combination as a way to consider technical conditions alongside trading activity. A formula reference defines the position-increase ratio from current and prior holdings and gives a price-change and transaction-value expression. The accompanying Python example sketches calculations using daily stock data and filters for the stated conditions.

The article supplies no backtest, selected-stock examples, or performance evidence. Its explanation of the large-order measure is not fully consistent across the narrative, formula, and code, so the intended data definition should be checked before implementation. It also flags changing market conditions, company financial risks, and sharp price moves. Suggested additions such as other indicators and fundamental information are ideas for further research, not tested improvements; the screen should be independently validated and paired with risk controls.

Key ideas

• The proposed screen combines an RSI threshold, a price-change and order-flow condition, and a position-growth threshold.
• The formula and Python example describe the large-order measure differently, so its definition needs validation.
• The post reports no backtest or evidence of strategy performance.
• Market changes, financial problems, and extreme price moves are identified as risks.

Tags

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