Joshua Woelfel
Quant
Date Joined
25th September, 2021
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-07-02 18:37:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-10-14 05:21:24
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-10-26 04:09:08
Parallel Live Trading
Run multiple live algorithms simultaneously.
2023-08-21 02:18:58
Python Programming
Choose Python as your preferred programming language.
2021-09-25 08:34:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-10-12 20:40:47
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Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (1)
View More0.064Net Profit
70.301PSR
2.072Sharpe Ratio
0.005Alpha
0.008Beta
0.764CAR
0Drawdown
-0.01Loss Rate
16Parameters
0Security Types
22Tradeable Dates
4Trades
0.641Treynor Ratio
0.07Win Rate
Community
View MoreJoshua started the discussion RSI Value incorrect 5 minute timeframe
Hello,
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
Resolved
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
I've commented out the data normalization line and increased warmup to 500 and the numbers are the...
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
Another example:
0.064Net Profit
70.301PSR
2.072Sharpe Ratio
0.005Alpha
0.008Beta
0.764CAR
0Drawdown
-0.01Loss Rate
16Parameters
0Security Types
22Tradeable Dates
4Trades
0.641Treynor Ratio
0.07Win Rate
Joshua started the discussion RSI Value incorrect 5 minute timeframe
Hello,
Joshua left a comment in the discussion Tradier does not allow Market on Open orders. How can I change default order to be a regular Market GTC order?
Is there really no other solution here? Changing brokerages or resolution isn't really an option.
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
Resolved
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
I've commented out the data normalization line and increased warmup to 500 and the numbers are the...
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
Another example:
Joshua left a comment in the discussion RSI Value incorrect 5 minute timeframe
Everything is exactly the same in TradingView. 5 minute timeframe on the chart. RSI is using the...
Joshua started the discussion No options being returned
I'm trying to trade SPY options using the RSI. But when I go to select a contract there's none to...
Joshua left a comment in the discussion No options being returned
I still believe there is a problem with the filtered options. For example, even including weeklies,...
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Joshua left a comment in the discussion Tradier does not allow Market on Open orders. How can I change default order to be a regular Market GTC order?
Is there really no other solution here? Changing brokerages or resolution isn't really an option.
1 years ago