Dennis Maude
Quant
Date Joined
9th February, 2021
Bootcamp progress
32% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-12-21 04:13:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-07-16 11:17:11
C# Programming
Choose C# as your preferred programming language.
2021-02-09 06:29:43
Python Programming
Choose Python as your preferred programming language.
2021-02-09 06:29:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-09-18 02:54:08
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Activity on QuantConnect
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Public Backtests (3)
View More-2.595Net Profit
0.003PSR
-0.046Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.263CAR
10.4Drawdown
50Loss Rate
10Parameters
1Security Types
0.0058Sortino Ratio
0Tradeable Dates
1890Trades
0.382Treynor Ratio
50Win Rate
-2.595Net Profit
0.003PSR
-0.046Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.263CAR
10.4Drawdown
50Loss Rate
10Parameters
1Security Types
0.0058Sortino Ratio
0Tradeable Dates
1890Trades
0.382Treynor Ratio
50Win Rate
-3.073Net Profit
0.003PSR
-0.056Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.313CAR
10.4Drawdown
50Loss Rate
5Parameters
1Security Types
0.0039Sortino Ratio
0Tradeable Dates
1874Trades
0.464Treynor Ratio
50Win Rate
Community
View MoreDennis started the discussion Combining Exponential Moving Average with Least Squares Moving Average Confusion
I have been looking to take an ExponentialMovingAverage of a LeastSquaresMovingAverage as an...
Dennis started the discussion How to implement indicator class N period standard deviation of range
Hi,
Dennis left a comment in the discussion How to implement indicator class N period standard deviation of range
Is there an equivalent of the above in CSharp?
Dennis left a comment in the discussion Combining Exponential Moving Average with Least Squares Moving Average Confusion
That doesn;t sound right to me at all :(
-2.595Net Profit
0.003PSR
-0.046Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.263CAR
10.4Drawdown
50Loss Rate
10Parameters
1Security Types
0.0058Sortino Ratio
0Tradeable Dates
1890Trades
0.382Treynor Ratio
50Win Rate
-2.595Net Profit
0.003PSR
-0.046Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.263CAR
10.4Drawdown
50Loss Rate
10Parameters
1Security Types
0.0058Sortino Ratio
0Tradeable Dates
1890Trades
0.382Treynor Ratio
50Win Rate
-3.073Net Profit
0.003PSR
-0.056Sharpe Ratio
-0.001Alpha
-0.004Beta
-0.313CAR
10.4Drawdown
50Loss Rate
5Parameters
1Security Types
0.0039Sortino Ratio
0Tradeable Dates
1874Trades
0.464Treynor Ratio
50Win Rate
Dennis started the discussion Combining Exponential Moving Average with Least Squares Moving Average Confusion
I have been looking to take an ExponentialMovingAverage of a LeastSquaresMovingAverage as an...
Dennis started the discussion How to implement indicator class N period standard deviation of range
Hi,
Dennis left a comment in the discussion How to implement indicator class N period standard deviation of range
I think i figured out what i wanted…
Dennis left a comment in the discussion How to implement indicator class N period standard deviation of range
Is there an equivalent of the above in CSharp?
Dennis left a comment in the discussion Combining Exponential Moving Average with Least Squares Moving Average Confusion
That doesn;t sound right to me at all :(
Dennis left a comment in the discussion Combining Exponential Moving Average with Least Squares Moving Average Confusion
For anyone who reads the thread, I gathered the below paragraph from Combining Indicators -...
Dennis started the discussion Implementation of Risk Management model using indicator value
The attached back-test includes an implementation of the risk management model using ATR values to...
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Dennis left a comment in the discussion How to implement indicator class N period standard deviation of range
I think i figured out what i wanted…
1 years ago