Matlab “Index exceeds matrix dimensions" when I was forming momentum strategy

Hi, guys, I am a fresher in Matlab. I am trying to use matlab to creat my momentum strategy. Unfortunately I always meet index exceeds matrix dimensions error, which makes me confused. the error line has been figured out and I really hope someone could help me. Thank you very much.

the error shown in matlab is "Index exceeds matrix dimensions.

Error in Untitled (line 39) idwinner(k,1:ncandidates) = stockid(idx(1:ncandidates));"

my code is

stockdata=xlsread('j:\NPCSDesktop\data0.xlsx','sheet3','B2:ZK109'

stockid=xlsread('j:\NPCSDesktop\data0.xlsx','sheet3','B1:ZK1')

 [totalmonths,totalstocks]=size(stockdata);

 period1=[1,3,6,9];

 period2=[1,3,6,9];

 startmonth=1;

%get the number of stocks for each week

for i=1:totalmonths

nbrstocks(i) = totalstocks - sum(isnan(stockdata(i,:)));

end

for i = 1:length(period1)

for j = 1:length(period2)

for n = 1:2

p1 = period1(i);

p2 = period2(j);

% initialize

Rwinner = zeros(totalmonths,1);

Rloser = zeros(totalmonths,1);

idwinner = zeros(totalmonths,round(max(nbrstocks)*0.1));

idloser = zeros(totalmonths,round(max(nbrstocks)*0.1));

for k = startmonth:totalmonths+1-p1-p2-(n-1)

start1 = k;

stop1 = start1+p1-1;

ordermonths = start1:stop1;

start2 = stop1+1+(n-1);

stop2 = start2+p2-1;

holdmonths = start2:stop2;

nstocks = nbrstocks(k);

% order R for the ordering weeks

data1 = stockdata(ordermonths, 1:nstocks);

R1 = ones(1,nstocks);

for m = 1:length(ordermonths)

R1 = R1.*data1(m,:);

end

R1 = R1-1;

% select for the winners and losers

[B,idx] = sort(R1,'descend');

ncandidates = round(nstocks*0.1);

idwinner(k,1:ncandidates) = stockid(idx(1:ncandidates));

idloser(k,1:ncandidates) = stockid(idx(end-ncandidates+1:end));

% caculate the R for winners and losers in holding weeks

data2winner = stockdata(holdmonths, idx(1:ncandidates));

data2loser = stockdata(holdmonths, idx(end-ncandidates+1:end));

R2w = ones(1,ncandidates);

R2l = ones(1,ncandidates);

for m = 1:length(holdmonths)

R2w = R2w.*data2winner(m,:);

R2l = R2l.*data2loser(m,:); end

R2w = R2w-1;

R2l = R2l - 1;

Rwinner(k) = mean(R2w);

Rloser(k) = mean(R2l);

end

xlswrite(fullfile(['strategy_' num2str(p1) '_' num2str(p2) '_' num2str(n) '.xlsx']),Rwinner,'Rwinner');

xlswrite(fullfile(['strategy_' num2str(p1) '_' num2str(p2) '_' num2str(n) '.xlsx']),Rloser,'Rloser');

xlswrite(fullfile(['strategy_' num2str(p1) '_' num2str(p2) '_' num2str(n) '.xlsx']),idwinner,'idwinner');

xlswrite(fullfile(['strategy_' num2str(p1) '_' num2str(p2) '_' num2str(n) '.xlsx']),idloser,'idloser');

end

end

end

[Image Analyst]

http://www.mathworks.com/matlabcentral/answers/13205-tutorial-how-to-format-your-question-with-markup

Answer 1

[Sean de Wolski]

The easiest way to debug this kind of error is with "Stop on Errors". Run the following to turn it on:

>>dbstop if error

Now run what you have above. It will stop on the line that errors and you will be able to inspect the variables to see which index where is exceeding the dimensions.

[go go]

Thank you very much for your kind answer.I have tried this sentence and I know the problem locates at line39. However, because I am a noob, I dont know how to correct this problem, could you help me? I am so desperate as the time to handle the paper is due within days. "data2winner = stockdata(holdmonths, idx(1:ncandidates));"------------this is the error line

My data has been attached.

[go go]

I found out that the code works well if use a random data. But if I import data from the excel, the error will happen.

there is no error if i use s=-1+(1-(-1)).*rand(715,215); stockdata=transpose(s); stockdata(stockdata > 0.5) = NaN; stockid=[1:715];

[Geoff Hayes]

See http://www.mathworks.com/matlabcentral/answers/60774-momentum-strategy-error-index-exceeds-matrix-dimensions for an answer. The stock ids are strings, so

 stockid=xlsread('j:\NPCSDesktop\data0.xlsx','sheet3','B1:ZK1')

would return an empty matrix. Solution was to do something more like

 [~,stockid]=xlsread('j:\NPCSDesktop\data0.xlsx','sheet3','B1:ZK1');

and set the idwinner and idloser arrays to cell arrays.