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
- Profile
- Backtests
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Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
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 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 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...
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...
-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 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 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...
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 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 -...
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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