StockFetcher Forums · Stock Picks and Trading · GameStop Do you have a filter that found it? When?<< 1 2 3 4 >>Post Follow-up
nibor100
1,031 posts
msg #155511
- Ignore nibor100		 1/31/2021 12:52:28 PM

Doesn't matter whether or not you traded Gamestop just curious how many of SF filters found it early enough to matter. Please post them if you don't mind.

Here is a blog post on Edgerater Pro showing how some of the Edgerater tools found it early, definitely worth reading for ideas even if you never would get the Edgerater software:

https://academy.edgerater.com/how-to-find-the-next-gamestop-gme/

Thanks,
Ed S.
nibor100
1,031 posts
msg #155512
- Ignore nibor100		 1/31/2021 1:11:51 PM

For example, the filter below backtests the Village Elder Short Sell Filter, so even though it's at cross purposes, it found GME 12 times in the past year and 10 times since August.

Ed S.

Fetcher[
set{varvo1, volume 1 day ago }
set{varvo3, close 1 day ago * varvo1}
set{varvol, count(varvo3 above 1000000,1)}

set{cl1,count(close 1 day ago above 3,1)}
set{cl2,count(close 1 day ago above close 2 days ago,1)}

/*multiplying those 2 variables together for true when both are 1 or false when 0*/
set{comba,cl1*cl2}
set{combb,comba*varvol}
set{vroc, count(roc(5,1) 1 day ago above 50,1)}

set{vcap, count(market cap 1 day ago above 10,1)}

set{combc,combb*vroc}
set{comb2,combc*vcap}

/*setting variable for next day Close-Open Percent Gain*/
set{var2, opcl / open}
set{var3, var2 * 100}

/*Testing the gain variable for 1 day gain or loss*/
set{var4, count( var3 is between 0 and 100, 1)}
set{var6, count( var3 is between -100 and 0, 1)}

/*Only want days filter is true for past year times gain is true or times loss is true*/
set{Tru12, comb2*var4 }

set{var5, count(tru12 > 0 ,252)} add column var5 {next day winners }
set{Tru13, comb2*var6 }
set{var8, count(tru13 > 0 ,252)} and add column var8 {next day losers }
set{var20, var5 + var8} add column var20 {total hits }
var20 above 0
and sort column 7 descending

set variables to draw gains and loss days when true in past year
set{var7, Tru12*var3 } draw var7 add column sum(var7,59) add column sum(var7,100)
set{var9, Tru13*var3 } draw var9
chart-time is 252 days
draw bollinger band(20,2)
]
miketranz
961 posts
msg #155513
- Ignore miketranz		 1/31/2021 2:13:20 PM

Ed,what price level are you talking about? The $30 breakout,the $60 breakout,or prior to that? Best,Mike...
xarlor
581 posts
msg #155514
- Ignore xarlor		 1/31/2021 3:14:56 PM

I uncovered 7 of my filters found GME, though I no longer actively trade any of these. Still interesting to see how it came about.

These are sorted by most recent hit to most distant. I put an offset to the day the hit occurs, but of course this will only be valid if you're reading this on 01/31/21.

Not all these filters are mine. Some were taken from other users and I try and credit in comments by providing the post.

Swing Depth

Fetcher[
/* Sell call credit spread. Monitor position and sell put credit spread if bounces off the 30-day high */
offset 3

average volume(30) > 1234567
optionable

set{hi,high 30 day high}
set{lo,low 30 day low}
set{PeriodRange,hi - lo}
set{HalfPdRange,PeriodRange / 2}
set{HalfPoint,hi - HalfPdRange}

set{DipBelow,count(close < HalfPoint,7)}
DipBelow > 0
DipBelow < 2
close crossed above HalfPoint
close > wma(150)

draw price line at hi
draw price line at lo
draw price line at HalfPoint

3-month slope of close > 0

add column hi
add column lo
add column HalfPoint

volume 1 year ago > 0
]



Heikin Ashi swing trade shaved candles

Fetcher[
offset 13
/*
Based on Heikin Ashi candles:
Trending up: Long on shaved bottom, sell on next shaved head.
Trending down: Short on shaved head, cover on next shaved bottom.
*/

optionable
close < 100
close > wma(150) for last 100 days
average volume(30) > 1234567


set{closeHA5a,open 5 days ago + close 5 days ago}
set{closeHA5b,high 5 days ago + low 5 days ago}
set{closeHA5c, closeHA5a + closeHA5b}
set{closeHA5,closeHA5c / 4}

set{closeHA4a,open 4 days ago + close 4 days ago}
set{closeHA4b,high 4 days ago + low 4 days ago}
set{closeHA4c, closeHA4a + closeHA4b}
set{closeHA4,closeHA4c / 4}

set{closeHA3a,open 3 days ago + close 3 days ago}
set{closeHA3b,high 3 days ago + low 3 days ago}
set{closeHA3c, closeHA3a + closeHA3b}
set{closeHA3,closeHA3c / 4}

set{closeHA2a,open 2 days ago + close 2 days ago}
set{closeHA2b,high 2 days ago + low 2 days ago}
set{closeHA2c, closeHA2a + closeHA2b}
set{closeHA2,closeHA2c / 4}

set{closeHA1a,open 1 day ago + close 1 day ago}
set{closeHA1b,high 1 day ago + low 1 day ago}
set{closeHA1c, closeHA1a + closeHA1b}
set{closeHA1,closeHA1c / 4}

set{closeHAa,open + close}
set{closeHAb,high + low}
set{closeHAc, closeHAa + closeHAb}
set{closeHA,closeHAc / 4}

set{openHA5a,open 5 days ago + close 5 days ago}
set{openHA5, openHA5a / 2}

set{openHA4a,openHA5 + closeHA5}
set{openHA4,openHA4a / 2}

set{openHA3a,openHA4 + closeHA4}
set{openHA3,openHA3a / 2}

set{openHA2a,openHA3 + closeHA3}
set{openHA2,openHA2a / 2}

set{openHA1a,openHA2 + closeHA2}
set{openHA1,openHA1a / 2}

set{openHAa,openHA1 + closeHA1}
set{openHA,openHAa / 2}

set{highHA1,max(high,openHA)}
set{highHA,max(highHA1,closeHA)}

set{lowHA1,min(low,openHA)}
set{lowHA,min(lowHA1,closeHA)}

set{Shaved_bottom,count(openHA equals lowHA,1)}
set{Shaved_head,count(openHA equals highHA,1)}

Shaved_bottom > 0
openHA 1 day ago > lowHA 1 day ago
Shaved_head > -1

do not draw openha
do not draw lowha
]



Hull MA50 + momentum

Fetcher[
/* Hull MA50 + momentum
https://www.stockfetcher.com/forums/Filter-Exchange/Hull-MA50-momentim/147214/99999 */
offset 13

optionable
Average Volume(30) > 5000000
market not etf

/*HULL MA50 */
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{H50, cwma(valslow, 7)}
draw H50 on plot price
/**/
set{trigger1, count(close crossed above H50, 1)}
set{trigger2, count(slope of H50 > 0.1, 1)}
set{trigger3, count(StochRSI(5,5) > .8, 1)}
set{trigger4, trigger1 * trigger2}
set{trigger, trigger4 * trigger3}
trigger equals 1
draw trigger

draw StochRSI(5,5)
draw StochRSI(5,5) line at .8
add column 2 day slope of H50
sort on column 5 descending
]



Chase up

Fetcher[
offset 15
optionable
market not etf
average volume(30) > 1234567

Low is more than 1 percent above the bottom linear regression line(60,1.25)
and price is above 4
and slow stochastic %d is below 25
and ma(200) is increasing previous 90 days
and ma(100) is increasing previous 90 days
and ma(25) is increasing previous 10 days
set{up_mkt, count(sign(ind(^DJI,day change)) equals 1,1) + count(sign(ind(^IXIC,day change)) equals 1,1)}
up_mkt above 0
compare to ^ixic
compare to ^dji
and date offset is 0
]



kossvet filter

Fetcher[

/*kosvet filter mods*/
/* https://www.stockfetcher.com/forums/Filter-Exchange/1-month-low-filter/147710/0 */
offset 18

market is not etf

Show stocks where high reached a new 1 year high within the last 2 weeks
set{dayssince1yrhi, days(high reached a new 1 year high, 10)}
add column dayssince1yrhi

and cma(high,6) has been decreasing for the last 2 days
set{cmahi6, count(cma(high,6) < cma(high,6) 1 day ago, 2)}
draw cmahi6

and cma(low,2) was lower 1 day ago
set{cmalo2, count(cma(low, 2) < cma(low, 2) 1 day ago, 1)}
draw cmalo2

and close has been above ma(50) for the last 10 days
set{clsabvma50, count(close > ma(50), 10)}
draw clsabvma50

and Average Volume(90) is above 500000
and price is between 10 and 500
and draw ma(10)
and draw ma(20)
and draw ma(50)

and stock is optionable
/* We could add up the previous conditions for a buy into a single go/no-go filter that could be visually back checked using the 'historical button */

/*condition 1: 6 days since 1 year high */
set{cond1, count(dayssince1yrhi equals 6, 1)}
/* condition 2: cmahi6 has been decreasing for the last 2 days */
set{cond2, count(cmahi6 equals 2, 1)}
/* condition 3: cmalo2 less than cmalo2 1 day ago */
set{cond3, count(cmalo2 equals 1, 1)}
/* condition 4: close has been above ma(50) for the last 10 days */
set{cond4, count(clsabvma50 equals 10, 1)}
/* and lastly, SFs work around and statement */
set{bingo1, cond1 * cond2}
set{bingo2, bingo1 * cond3}
set{bingo, bingo2 * cond4}
draw bingo
bingo > 0
]



Larry Swing Long

Fetcher[
offset 20
close > 12
average volume(20) > 500000
close > ma(10)
close > ma(20)
close > wma(150)
ma(10) > ma(20)


set{FI03,force index(3)}
set{FI13,force index(13)}
set{ADX20,ADX(20)}
set{pDI20,+DI(20)}
set{mDI20,-DI(20)}

set{var1,count(high < high 1 day ago,1)}
set{var2,count(high 1 day ago < high 2 days ago,1)}
set{var3,count(FI03 < 0,1)}
set{var4,count(FI13 > 0,1)}
set{var5,count(ADX20 > 30,1)}
set{var6,count(pDI20 > mDI20,1)}
set{x1,var1 * var2}
set{x2,x1 * var3}
set{x3,x2 * var4}
set{x4,x3 * var5}
set{BUY,x4 * var6}
BUY > 0

do not draw force index(3)
do not draw force index(13)
draw FI03
draw FI13 on plot FI03
draw FI03 line at 0
]



Options Near 52-wk high. Potential breakout

Fetcher[
offset 25
optionable
market is not etf
price above MA(50) for the past 5 days
and MA(50) > MA(200)
average volume(5) > 1,000,000
price > 10
draw high 52 week high


close > open
close > open 1 day ago
close 1 day ago < open 1 day ago
close 2 days ago < open 2 days ago

set{YearHiDelta, close / high 52-week high}
YearHiDelta > 0.79
high > high 52-week high 1 day ago

add column YearHiDelta
add column high 52 week high
]
graftonian
1,089 posts
msg #155520
- Ignore graftonian		 1/31/2021 9:39:48 PM

Ed S.
My megafilter found it on Jan13, however I overruled because of the huge jump. Ain't I the bright one?
Graf
nibor100
1,031 posts
msg #155525
- Ignore nibor100		 2/1/2021 1:04:39 PM

@miketranz,

Any of those breakout points and any filters you know of that had GME in their results list before the $30 breakout and after Sep 1, 2020.

I suspect we will all see there were many opportunities to trade GME over the past 1/2 year before the tremendous uproar on social media.

Going forward I wonder if speculating a small buy on some of those early filter results picks makes a little more sense now as one will never know which one social media would tout next to explosive gains.

Thanks,
Ed S.



nibor100
1,031 posts
msg #155526
- Ignore nibor100		 2/1/2021 1:05:20 PM

@xarlor,

Thanks for the thorough filter research.

Ed S.
gmetzl
4 posts
msg #155527
- Ignore gmetzl		 2/1/2021 2:49:30 PM

Here is my filter that found it on the 13th...

Fetcher[close between 2 and 50
open > close 1 day ago
close > close 1 day ago
average volume(5) above 1000000
market is not ETF
market is not OTCBB
draw ATR(4)
set{ratio,ATR(4)/price}
set{Ratio%,ratio*100} and add column Ratio% and sort column 5 descending
Ratio% is greater than 10
set{VolRatio,volume/average volume(30)}
VolRatio is greater than 5
date offset = 12]
miketranz
961 posts
msg #155528
- Ignore miketranz		 2/1/2021 3:15:01 PM

I get it,you want the "pre breakout" screen.Like when the public doesn't know what's going on...
graftonian
1,089 posts
msg #155530
- Ignore graftonian
modified		 2/1/2021 4:28:26 PM

Ed, Will you forgive me the hijacking of your thread. Your question set me to looking for other missed opportunities, and there are several.
BNGO 12/29 700%
SENS 12/30 200%
JAGX
CTRM 1/27 30% (despite 3 black candles)

So, I say to myself "Self, why did you not take the bet?" The answer, "no conforming green candle in the morning, It's so hard to put money on a black or red candle." My alter ego says "Try placing a smaller bet, it's called scaling in"
The guppy pdf you recommended contained a section on confidence building based on the 15, 30, and 60 emas crossing above the entry point. If you equate confidence with money, these could be entries for additional positions. Just what I need, another project.
Thanks for the read, Graf

ps: the latest versiom of that filter.
Fetcher[
/*Hull MA cross/ Schaff Trend Cycle/ Volume increase, PSAR, vortex*/
/*****************************Basic Criteria*********************/
chart-time is 2 months
not OTCBB
average volume(10) greater than 1234567
close between .50 and 50
close greater than close 1 day ago
open < 1.2 * close 1 day ago
Low > H100
sort on column 11 descending /* trigger */
/*****************************HULL50MA***********************/
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{H50, cwma(valslow, 7)}
draw H50 on plot price
/******************************HULL10MA**********************/
set{slow1A, cwma(close, 5)}
set{slow2A, 2 * slow1A}
set{slow3A, cwma(close, 10)}
set{valslowA, slow2A - slow3A}
set{H10, cwma(valslowA, 3)}
DRAW H10 ON PLOT PRICE
/*****************************HULL100MA***********************/
set{slow1B, cwma(close, 50)}
set{slow2B, 2 * slow1B}
set{slow3B, cwma(close, 100)}
set{valslowB, slow2B - slow3B}
set{H100, cwma(valslowB, 10)}
draw H100 on plot price
/*********************SCHAFF TREND CYCLE**********************/
set{range, MACD (23,50,9) 10 day high - MACD (23,50,9) 10 day low}
set{var2, MACD (23,50,9) - MACD (23,50,9) 10 day low}
set{var3, var2 / range}
set{var6, cema(var3, 3) 10 day high}
set{var5, cema(var3, 3) 10 day low}
set{var7, cema(var3, 3) - var5}
set{var8, var6 - var5}
set{var9, var7 / var8}
set{var10, cema(var9, 3)}
set{STC, 100 * var10}
draw STC
draw STC line at 25
draw STC line at 75
/******************Volume % above 21 day average**************/
set{VolX, volume / CWMA(volume, 21)}
draw CWMA(volume, 21)
draw VolX
draw VolX line at 1
add column separator
/**********HullCrossOver-the first time****************/
set{HullCrossOver, count(H10 crossed above H50, 2)} /*raised to 2 for test*/
draw HullCrossOver
add column Hullcrossover
/*********HullMA cross count***********************************/
set{HullCrossCount, count(H10 > H50, 1)}
draw HullCrossCount
add column hullcrosscount{H10 over H50}
/***************STC crossed 25 count***************************/
set{STCcrosscount, count(STC > 25, 1)}
draw STCcrosscount
add column STCcrosscount{STC cross}
/****************************Volume % count********************/
set{VolCount, count(VolX 1 day ago > 1.05, 1)}
add column VolCount{volume up}

/************* 9 period Vortex Trend Indicator ****************/
set{plus_vm, abs(high minus low 1 day ago)}
set{minus_vm, abs(low minus high 1 day ago)}
set{plus_vm9, sum(plus_vm, 9)}
set{minus_vm9, sum(minus_vm, 9)}
set{atr1, average true range(1)}
set{tr9, sum(atr1, 9)}
set{vortex_bull, plus_vm9 / tr9}
set{vortex_bear, minus_vm9 / tr9}
draw vortex_bull
draw vortex_bear on plot vortex_bull
set{VortexPositive, count(vortex_bull > vortex_bear, 1)}
/***************************PSAR*******************************/
draw Parabolic SAR(0.02,0.2)
set{AbvPSAR, count(close > Parabolic SAR(0.02,0.2), 1)}
add column AbvPSAR
/************Sum the count calculations (trigger)**************/
set{trig1, HullCrossOver + HullCrossCount}
set{trig2, trig1 + STCcrosscount}
set{trig3, trig2 + VolCount}
set{trig4, trig3 + VortexPositive}
set{trigger, trig4 + AbvPSAR}
add column trigger
/****************21 DAY RATE OF RETURN*************************/
set{21ROR1, close - close 21 days ago}
set{21ROR2, 21ROR1 / close 21 days ago}
set{21ROR, 21ROR2 * 100}
draw 21ROR and add column 21ROR{21ROR%}
draw 21ROR line at 0*/
/************************ PSAR based position sizing **************/
set{AcctVal, 10000} /*Your stash here */
set{MaxLoss, AcctVal * .02} /* Your choice */
set{LossPerShare, close - Parabolic SAR(0.02,0.2)}
set{SharesToBuy1, MaxLoss / LossPerShare}
set{PositionSize, round(SharesToBuy1)}
add column separator
add column PositionSize
PositionSize > -1
set{EquityReqd, PositionSize * close}
add column EquityReqd
set{entry, close}
draw price line at entry

/* 3 day countback */
set{1stDay, count(low > low 1 day ago, 1)}
set{day1low, low 1 day ago * 1stday}
add column separator add column day1low

set{2ndday, count(low 1 day ago > low 2 days ago, 1)}
set{day2low, low 2 days ago * 2ndday}
add column day2low

set{3rdday, count(low 2 days ago > low 3 days ago, 1)}
set{day3low, low 3 days ago * 3rdday}
add column day3low

set{4thday, count(low 3 days ago > low 4 days ago, 1)}
set{day4low, low 4 days ago * 4thday}
add column day4low

/*********Need 3 significant days *******************/
set{SD1, 1stday + 2ndday}
set{SD2, SD1 + 3rdday}
set{SignificantDays, SD2 + 4thday}
add column significantdays
add column Parabolic SAR(0.02,0.2)

do not draw positionsize

]
StockFetcher Forums · Stock Picks and Trading · GameStop Do you have a filter that found it? When?<< 1 2 3 4 >>Post Follow-up

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