Stock Screening with RSI, MACD Trend, and Shortening 15-Minute Histogram

Summary

This Chinese-language article describes an A-share stock screen combining three technical conditions: RSI below 65, MACD above its zero line, and a shortening green MACD histogram on a 15-minute chart. It presents the combination as a way to find stocks with positive short-term momentum that may be relatively stable over the immediate interval. The article provides indicator formulas and a Python-style implementation reference, but reports no backtest or trading performance evidence.

The stated limits include ignoring company fundamentals, differences across industries, liquidity constraints, and changing market sentiment. It suggests adding valuation and financial measures, other technical indicators, and broader market or industry analysis. The accompanying implementation text appears to calculate daily and intraday indicators, though its handling of time series and indicator values would need careful verification before use. The screen is therefore a candidate selection rule, not a complete trading system: it does not specify portfolio construction, execution, exits, or risk sizing.

Key ideas

• The screen requires RSI below 65 and daily MACD above zero.
• It also looks for a shortening green MACD histogram on a 15-minute chart.
• The article supplies formulas and implementation guidance but no reported performance results.
• The method omits fundamentals, industry context, liquidity checks, and portfolio risk controls.
• The implementation details require validation before operational use.

Tags

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