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Dokumentumok száma: 12,226
This document proposes selecting stocks whose daily price amplitude exceeds 1%, whose MACD is above zero, and whose previous-day actual turnover falls between 3% and 28%. It describes amplitude as a measure of price movement, MACD as a trend reference, and…
This document describes a Chinese main-board stock screen combining a turnover-rate band of 3% to 12%, a circulating market value between 5 billion and 10 billion yuan, and a prior-day 9:15 matching price at the limit-down level. It also presents formula and…
This proposed short-term screen selects stocks in China’s metaverse sector that had at least one limit-up day within the prior 25 days. It also requires the product of the previous day’s turnover rate and the ratio of current auction volume to the prior…
This stock screen combines a positive MACD value with a newly formed KDJ bullish crossover and a positive net profit filter. The document presents the combination as a way to find stocks with an upward trend, a short term buy signal, and a basic…
This stock screen selects shares with an intraday high-low range above a stated threshold, a proxy for afternoon large-order net inflow, and a positive return from open to close. It frames the conditions as a way to find volatile stocks with apparent buying…
This post proposes a technical screen for Chinese equities that seeks high-amplitude, non-ST stocks before 10 a.m. It combines a five-day closing-price high with a rising-market filter based on short and longer moving averages and a MACD-style momentum…
This post outlines a Chinese equity screen combining daily price movement and trading activity with company size and profitability. Its stated conditions are an amplitude above one, current volume above 10,000 lots, a higher open, market capitalization below…
This short community thread raises possible future-data problems in an equity screening and backtesting tool. One commenter warns that sorting by current market capitalization may select companies based on their later size, making historical results appear…
This Chinese stock-screening post proposes selecting companies below a stated market-cap ceiling that have not reported losses, excluding stocks that hit the daily upper price limit on the previous session, and ranking candidates by trading-volume strength.…
This document outlines a short-term Chinese equity screen using three signals: high relative trading volume, a daily decline bounded between four and five percent, and more than two limit-up sessions over the prior ten days. It ranks candidates by the…
The document describes a Chinese stock screening rule combining an intraday range threshold, a specified share price, and a 20-day concentration measure. It frames the screen as a way to find stocks with a particular price and activity profile while avoiding…
These notes summarize a systematic approach to trading that begins with personal goals, constraints, and psychological tendencies. They review common judgment errors in system design, testing, and live execution, including overfitting, hindsight bias, seeing…
The document describes a Chinese stock-screening approach that looks for daily price amplitude above 1%, a newly formed KDJ crossover, positive MACD confirmation, and net buying from large or extra-large orders during trading. The selected stocks enter a…
This Chinese equity screening proposal combines three chart-based conditions: at least five moving averages converging, a rounded price shape, and an upward-sloping 30-day average. It suggests adding a MACD check and using multiple data sources. The article…
This Chinese equity screen selects stocks with turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and prior-day auction turnover above 0.26. The article presents these conditions as a way to capture active trading while imposing a…
This Chinese equity screening rule combines three conditions: daily amplitude above 1, tradable share count no greater than 5.5 billion, and a rising DEA line derived from MACD. The article explains the intended rationale: amplitude may identify stocks with…
This Chinese equity-screening proposal targets companies with market capitalization below 10 billion yuan, no losses, positive but less than 35% returns over 10 days, and high capital strength ranked from strongest to weakest. The document associates…
This Chinese stock screen selects companies associated with the metaverse theme, whose closing price is above the previous day’s low, and whose 9:25 gain is below 6%. The description interprets the close-versus-low condition as evidence of a favorable…
This stock-selection proposal combines three filters: price amplitude above 1, a signal that large market participants controlled the stock on the previous day, and a current increase in positions exceeding 5%. The author interprets the control and…
This stock-selection approach screens for companies associated with robotics, with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and year-over-year growth in net profit attributable to parent-company shareholders above…
The document describes a Chinese A-share screening idea combining MACD above zero, a signal interpreted as major-player control on the prior day, and large plus extra-large buying during the opening auction. It first proposes a combined auction purchase…
This research summary examines whether factor crowding measures can help time factor returns or adjust multi-factor portfolio weights in Chinese equities. It constructs eight relative crowding indicators across valuation spreads, pairwise correlations,…
This stock-selection screen combines daily price amplitude above one percent with a 2021 date filter and three moving average crossovers. It defines the crossover conditions using five-, ten-, and twenty-day averages, requiring the shortest average to cross…
This document describes a short-term A-share stock screen combining a 14-period RSI below 65, the product of daily price change and a proxy for large-order net activity, and a condition for three consecutive limit-up sessions. Its final stated selection…