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 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 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...
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 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 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 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