Problems Using Financial Toolbox "maxdrawdown" Function

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Michael Muhle
Michael Muhle 2020-2-29
评论： Michael Muhle 2020-3-3
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 个评论
Urmila Rajpurohith
Urmila Rajpurohith 2020-3-3
The above issue is not reproducible in 2019b.can I know which version of MATLAB you are using?
Michael Muhle
Michael Muhle 2020-3-3
Hi Umila,
I was just getting ready to comment on this. One of the Matlab Central files I had downloaded before also had a file called maxdrawdown. Once I renamed the duplicate file everything worked fine. First time using Matlab Answers and really like it.

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