Problems Using Financial Toolbox "maxdrawdown" Function
10 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
If I use the Financial Toolbox maxdrawdown.m function with a 1 input/ 1 output case it runs without a problem. I use the FundMarketCash data set embeded in the Financial Toolbox. Here is the case that works.
load FundMarketCash
MaxDD = maxdrawdown(TestData)
MaxDD =
-0.1658 -0.3381 0
Now if I try to increase the number of inputs and outputs I get the following error
[MaxDD, MaxDDIndex] = maxdrawdown(TestData, 'arithmetic');
Error using maxdrawdown
Too many input arguments.
I thought perhaps I needed to change the input TestData to returns rather than the tick values. But stilll got an error message.
TestData2 = tick2ret(TestData);
[MaxDD, MaxDDIndex] = maxdrawdown(TestData2, 'arithmetic');
Error using maxdrawdown
Too many input arguments.
Finally I tried just not using the arithemetic format but with two output variables. Again got an error message but this time too many output variables.
[MaxDD, MaxDDIndex] = maxdrawdown(TestData);
Error using maxdrawdown
Too many output arguments.
2 Kommentare
Urmila Rajpurohith
am 3 Mär. 2020
The above issue is not reproducible in 2019b.can I know which version of MATLAB you are using?
Antworten (0)
Siehe auch
Kategorien
Mehr zu Logical finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!