Stock Screening with RSI, Price Change, and Large-Order Net Flows

Summary

This Chinese-language post presents a stock-selection screen combining an RSI below 65 with price change multiplied by super-large-order net flow, followed by a ranking on large-order net flow. It frames RSI as a technical filter and order-flow measures as indicators of capital movement and market attention. A brief Python example filters stocks using the RSI threshold, a positive product of price change and a flow measure, and a rank cutoff.

The author cautions that technical and flow-based criteria omit other influences, and that order-flow rankings can be distorted by trading behavior and market popularity. Suggested refinements include adding price-pattern conditions, company profitability, growth, valuation, and ranking flows within market-cap groups. The post gives no backtest, performance data, precise definitions for all ranking fields, or robust methodology for calculating the flow measures. It is therefore a screening concept with implementation ambiguities, not evidence that the selected shares will outperform.

Key ideas

• The proposed screen pairs RSI below 65 with price change and large-order net-flow measures.
• Large-order flow rankings are intended to indicate capital direction and market attention.
• The post recognizes that technical and flow measures omit fundamentals and wider market influences.
• It suggests adding chart patterns, company metrics, and market-cap-adjusted flow rankings.
• No performance evidence is provided, and some implementation details are unclear.

Tags

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