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自定义函数huice.m,代码如下:
7 A1 x7 k: o" wfunction[Percent,Abs]=huiche(A);4 B3 _# U. D3 q( a
len=numel(A);
- a o/ W) `" W3 r+ s. dPercent=zeros(len,1);
6 O9 E+ s0 Z; }- v" R8 ]Abs=zeros(len,1);3 u- X' o, w6 B! _3 F% @
C=A(1);
3 H( e& I' A' T) l' F%计算最大的回撤比例# R' Z. |6 U* @$ o" F1 C8 O" D. q
for i=2:len+ I' N z$ v" E7 G$ }
C=max(A(i),C);
- w. `0 M5 K& X( ~3 M# c ~ if C==A(i)! _6 S! N1 x9 c1 o& z" O
Percent(i)=0;
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Percent(i)=(A(i)-C)/C;
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end# v$ e* g L+ o- C3 G4 p, T. a
%计算最大的回撤值
5 U% s+ t; u" F$ H5 z% ~2 u2 qC=A(1);
4 e2 h/ n; c1 X6 z {3 K# pfor i=2:len+ h2 v; [( S# |+ X+ O5 s, m% m; C
C=max(A(i),C);, w7 R) `2 N1 j3 T0 S1 E' H
if C==A(i)+ U3 ^! N% Y0 K) o! J- o+ @: l
Abs(i)=0;
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' c% K, L$ k: { _8 } Abs(i)=A(i)-C;
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end# G% @$ g, k6 s) g2 O+ d) ~
end W3 L4 \/ ?0 |! W. R) S7 f! s
% [( @ d- y; g2 @' v D
; |) Y! Q K% X( h9 D( \调用函数时代码(文件名:caulate.m)如下:9 z7 y; b% R( A5 Z4 u$ q
A=0.7+(1.7-0.7)*rand(1,60);2 F7 \: {/ w% Z9 D4 t2 p
[Percent,Abs]=huice(A);9 C' m1 X6 I8 F
figure;
( }8 x. ?" S( Ksubplot(3,1,1:2);
% @. G- B7 @1 F/ c9 Kplot(A);
. X6 T0 u; d5 k; |8 T8 V+ cxlim([1 length(fund)]);
! z0 `5 D7 x/ O6 O* `% Z0 P: vtitle('fund','fontweight','bold');+ J7 d1 G- r" O8 v9 a4 @
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subplot(3,1,3);
+ k3 Q, V7 s% Lplot(Percent);! d. g& M$ V% K G
xlim([1 length(fund)]);
, L* V& u0 B2 Q; M: [title('最大回撤比例','fontweight','bold');
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6 \/ C4 m/ r0 ^0 u执行后出错提示:. U+ {+ a) ^$ K ^% c0 ?- {4 |
尝试将SCRIPT huice 作为函数执行:% E( P8 |- o9 s I" Q; m# _/ L& Q
D:\matlab文件\huice.m8 Z5 k Z/ v# @) g/ ]
出错[Percent,Abs]=huice(A);
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求大神指教,感谢!
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