A-Share Short-Term Trading System

Problem

Short-term A-share trading often fails less because of missing signals and more because signals, sector momentum, capital flow, and execution checks are scattered across manual workflows. A trader may miss T+1 rules, 100-share lot constraints, or counterparty-price matching, making it hard to replay why a plan was taken or skipped. This skill puts pre-market planning, post-market review, and virtual ledger validation into one rule-based output loop.

How It Works

The system filters context through a layered signal model: policy, industry, news, and capital flow. It then checks market breadth, sector leaders, hot-stock continuity, and notable trader activity. On weekdays, it produces an 08:30 pre-market plan with market overview, top sectors, entry conditions, stops, targets, and position sizing. At 15:30, it produces a post-market review with trade summary, holdings, P&L, ledger verification, and next-day setup. The virtual ledger uses counterparty-price matching: buys at ask_price, sells at bid_price, with commission, stamp tax, transfer fee, and slippage. Same-day buys are marked T+1, and sell attempts are blocked by the rule. Output is table-oriented, which helps compare simulated fills against real broker records.

Boundaries

The material states that the current data is simulated market data; real-time CTP integration is needed for live quotes. This is an auxiliary decision and validation tool, not investment advice. Rules for convertible bonds, ETFs, funds, and reverse repos should be verified against actual account constraints before use.