Stock Screening with RSI, Rising KDJ, and Capital Flow Filters

Summary

This post describes a Chinese A-share screening idea combining RSI below 65, a rising KDJ K line, and a measure of increased buying or position activity above 5%. It also presents an added condition that price be above its 60-day moving average, and suggests considering volume expansion and market themes. The indicators are intended to identify stocks with favorable short-term technical and capital-flow signals. The accompanying examples show how to express parts of the screen in a market formula and in Python, including ranking qualifying observations by price change.

The evidence is an implementation sketch rather than a performance study: no backtest results, benchmark, sample period, or transaction-cost analysis is supplied. The post itself warns that short-term volatility can cause losses and that selected stocks may have poor liquidity and wider execution costs. The described capital-flow measure is not fully consistent across the prose and example code, so its definition should be checked before implementation. The proposed extra filters are suggestions, not validated improvements.

Key ideas

• The screen combines an RSI threshold with a positive change in the KDJ K line.
• A capital-flow condition is intended to favor stocks with increased buying activity.
• The post adds a price-above-60-day-average filter and mentions volume and market themes as possible refinements.
• The code examples do not establish profitability and use a capital-flow calculation that differs from the prose description.
• Short-term volatility and weak liquidity can increase losses and trading costs.

Tags

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