IDX screenerLiquid stocks ranked by foreign flow and momentum

1. Liquidity universe

   Rank by 20-day average daily value traded and keep the top \(N\).

   $$\text{ADV}_{20,i} = \frac{1}{20}\sum_{t=T-19}^{T} P_{i,t}\,V_{i,t}$$ $$\mathcal{U} = \left\{ i : \operatorname{rank}\left(\text{ADV}_{20,i}\right) \le N \right\}$$

2. Foreign flow

   Net foreign buy value over \(h \in \{3, 7\}\) days, scaled by liquidity or by free-float market cap.

   $$\text{NFB}_{i,h} = \sum_{t=T-h+1}^{T} \left(B^{f}_{i,t} - S^{f}_{i,t}\right) P_{i,t}$$ $$F^{\text{ADV}}_{i,h} = \frac{\text{NFB}_{i,h}}{\text{ADV}_{20,i}} \qquad F^{\text{FF}}_{i,h} = \frac{\text{NFB}_{i,h}}{P_{i,T}\, Q^{\text{ff}}_{i}}$$

3. Price performance

   Return over \(h \in \{1, 3, 5\}\) trading days (Bloomberg \(\texttt{CHG\_PCT}\) fields).

   $$R_{i,h} = \frac{P_{i,T}}{P_{i,T-h}} - 1$$

4. Points and total

   Rank 1 is best; ties share their average rank. Points are summed across factors.

   $$\text{Pts}_{i,k} = 100 \times \frac{N - r_{i,k}}{N - 1}$$ $$S_i = \sum_{k \in \mathcal{K}} \text{Pts}_{i,k}$$

5. Technical confirmation

   Daily Top Picks list confirmed stocks by \(S_i\) first, then use the highest-scoring unconfirmed stocks to fill any remaining places.

   $$P_T > \text{SMA}_{20} > \text{SMA}_{50}$$ $$\text{MACD} > \text{EMA}_{9}(\text{MACD})$$ $$40 \le \text{RSI}_{14} \le 70$$

6. Entry, stop and targets

   Set from the 14-day average true range and rounded to IDX price ticks. If price is stretched above SMA20, entry waits for a pullback.

   $$E = \begin{cases} P_T & P_T \le \text{SMA}_{20} + 1.5\,\text{ATR}_{14} \\ \text{SMA}_{20} + 0.5\,\text{ATR}_{14} & \text{otherwise} \end{cases}$$ $$\text{Stop} = E - 1.5\,\text{ATR}_{14} \qquad R = E - \text{Stop}$$ $$T_1 = E + 2R \qquad T_2 = \begin{cases} \text{High}_{60} & \text{High}_{60} > T_1 \\ E + 3R & \text{otherwise} \end{cases}$$

Factors this run: Foreign flow 3D, Foreign flow 7D, Return 1D, Return 3D, Return 5D, for a maximum of 500 points.