Stock Screening with Shortening 15-Minute MACD Bars and Capital Inflow

Summary

The proposed Chinese equity screen combines three conditions: reported recent position increases above 5%, a scale above 200 million, and shortening green MACD histogram bars on a 15-minute chart. The post interprets the position increase as a possible sign of capital interest, the scale threshold as a liquidity or influence filter, and the shrinking negative histogram as a possible short-term reversal signal.

The author cautions that inflows can reflect short-lived speculation, scale alone does not establish company quality, and MACD can produce false signals. Suggested refinements include adding valuation measures such as price-to-earnings or price-to-book ratios and technical indicators such as Bollinger Bands or moving averages. The post provides screening logic and an incomplete code reference, but no backtest methodology or performance evidence; it also does not define the scale measure precisely.

Key ideas

• The screen requires recent position increases above 5%, scale above 200 million, and shortening green MACD bars on a 15-minute chart.
• The post treats the MACD condition as a possible short-term reversal signal.
• Capital inflows may reflect short-term speculation rather than sustained buying interest.
• The scale threshold alone does not capture profitability or financial health.
• MACD may generate false signals, and the post suggests adding valuation or technical filters.

Tags

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