Stock Screening with Volume Ratio, Limit-Ups, and 15-Minute MACD

Summary

This Chinese equities screening idea combines three signals: a high volume ratio, at least two limit-up sessions within the prior 500 days, and a shortening MACD histogram on a 15-minute chart. The stated procedure selects the top 50 stocks by volume ratio, then applies the historical limit-up and intraday MACD conditions. The author frames the combination as a way to find liquid or actively traded stocks with a history of sharp advances and a potentially improving short-term trend.

No backtest, returns, or validation are supplied, and the accompanying code excerpt is incomplete. The text acknowledges that the screen does not account for broad market conditions or company fundamentals and cannot guarantee future performance. It proposes adding valuation and other analyses, but gives no precise implementation or evidence that these changes improve results. The described rules are therefore a candidate selection method rather than a tested trading system.

Key ideas

• The screen combines volume-ratio ranking, prior limit-up events, and a 15-minute MACD histogram condition.
• It selects the top 50 stocks by volume ratio before applying the other filters.
• The historical condition requires at least two limit-up sessions in 500 days.
• The article offers no backtest evidence, and its code example is incomplete.
• Market context and company fundamentals are omitted from the screening rules.

Tags

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