topic Next day price value in SAS Programming

Next day price value

lakshmiG — Thu, 21 Jul 2016 01:56:15 GMT

Dear Friends,

I need to populate next day open price to the current day Buy Price. Is that possible? How will i consider future price value to current day. Please clarify.

Thanks!!!

Re: Next day price value

Reeza — Thu, 21 Jul 2016 02:06:51 GMT

Any things possible given enough time, money and resources.

For your problem you need to provide more information.

Maybe lag or retain will work, but without details those are just guesses.

http://stackoverflow.com/help/how-to-ask

http://stackoverflow.com/help/mcve

Re: Next day price value

lakshmiG — Thu, 21 Jul 2016 03:14:50 GMT

Thanks Reeza.

I will add more details...

In the attached file, Buy/Sell signal are generated. If there is a Buy, then Buy price should be populated which is the open price of next day. Open price is the "open" column in the file.

So, how to populate next day open price adjacent to the Signal Buy?

Thanks!!!

Re: Next day price value

lakshmiG — Thu, 21 Jul 2016 03:50:06 GMT

Thanks much Reeza for your swift response and support.

Found a solution from below link,

http://www.lexjansen.com/nesug/nesug13/113_Final_Paper.pdf

data want;
set have;
by symbol;
where symbol="000001.SZ";
if eof1=0 then set have (firstobs=2 keep= open rename=(open=LEAD1)) end=eof1;
if last.symbol then lead1=.;
run;

And the logic is working.

Thanks!!!