Stock Screening with Weekly MACD, Intraday Momentum, and Moving-Average Confluence

Summary

This A-share screening proposal combines three signals: at least five moving averages converging, weekly MACD above its zero line, and a shrinking negative MACD histogram on a 15-minute chart. The post interprets these as evidence of stable short- and medium-term alignment, a positive longer-term trend, and possible improvement in near-term momentum. Its final proposed version adds price position relative to a trend line, RSI above 50, and sufficient trading volume.

The document provides only qualitative rationales and a partial Python example; the code is cut off before it shows a complete implementation. It presents no backtest, performance figures, or definitions for the moving-average convergence and volume filters. The author warns that the screen may miss stocks or select names that have already risen substantially, and suggests further filtering, but those suggestions are not validated.

Key ideas

• The initial screen requires five or more converging moving averages, positive weekly MACD, and a contracting negative 15-minute MACD histogram.
• The proposed expanded screen adds trend-line position, RSI above 50, and adequate volume.
• The post links the signals to longer-term trend, short-term improvement, and alignment across time horizons.
• The Python example is incomplete, and the document provides no tested performance evidence.

Tags

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