Weekly Moving Average Crossover Stock Screen with an Amplitude Filter

Summary

This stock selection idea combines three filters: amplitude above the stated threshold, a weekly five-period moving average crossing above the ten-period average, and exclusion of the STAR Market. The post frames the crossover as a possible trend reversal and uses the amplitude condition to restrict the candidate set. It suggests reviewing selected companies’ fundamentals and business prospects before making investment decisions.

The document includes example indicator and Python snippets, but it does not report backtest results or define a complete portfolio or exit method. Its code references data fields and moving-average calculations that would need checking against the intended frequency and data provider; the written explanation also does not clarify precisely how amplitude is measured. The author notes that the screen omits fundamental analysis and that excluding a market segment may remove some candidates. It recommends combining the signal with other analysis and risk controls, without evidence that these changes improve performance.

Key ideas

• The screen requires amplitude above a threshold and a weekly five-period average crossing above the ten-period average.
• It excludes STAR Market stocks from the candidate universe.
• The post recommends reviewing fundamentals after screening rather than relying on the technical filters alone.
• The supplied examples need validation against the data frequency and field definitions.
• No backtest results or complete entry, exit, and portfolio rules are provided.

Tags

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