Weekly Moving-Average Cross and Rising KDJ Stock Screen

Summary

This Chinese equity screening method combines daily amplitude above 1, a weekly crossover of the five-period moving average above the ten-period average, and a positive change in the KDJ K value. The article presents the conditions as a way to identify active stocks with an improving trend, and includes formula and Python examples that also check changes in KDJ values and sort candidates by market capitalization.

The post notes that the screen relies on technical indicators and does not evaluate financial condition or business prospects. It recommends adding fundamental measures, comparing stocks within industries, and using risk controls and portfolio allocation after screening. The article supplies implementation examples but no backtest, sample, or performance results. Its prose and code do not define all calculations consistently, so the weekly crossover and amplitude conditions should be checked against the intended data frequency and indicator definitions before use.

Key ideas

• The screen combines amplitude above 1 with a weekly five-period and ten-period moving-average crossover.
• It requires the KDJ K value to be increasing.
• The code example also checks growth in the KDJ J value and sorts selected stocks by market capitalization.
• The article recommends supplementing technical filters with fundamentals and risk controls.
• No evidence of historical strategy performance is reported.

Tags

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