topic Re: How can I change the Macro variable in once run time? in SAS Programming

How can I change the Macro variable in once run time?

UltimateWing — Wed, 07 Dec 2016 02:32:35 GMT

Hello, I use SAS 9.4 Foundation.

I have Date, In, Out1, Out2,

and want to create variables HoldOn and Num.

The regular is

if In=1, then I buy the stock at tomorrow,

and if Out1 or Out2 =1, then I sell the stock I've held immediately,

but that day remain to mark TRUE.

The red textcolors are the symbol I need, others are noise.

Date	In	Out1	Out2	HoldOn	Num

2015/7/5	1	.	.
2015/7/6	1	.	.	TRUE	1
2015/7/7	1	.	.	TRUE	1
2015/7/8	.	.	.	TRUE	1
2015/7/9	.	1	.	TRUE	1
2015/7/10	1	1	.
2015/7/11	.	.	.	TRUE	2
2015/7/12	1	.	.	TRUE	2
2015/7/13	.	.	.	TRUE	2
2015/7/14	.	.	1	TRUE	2
2015/7/15	.	1	.
2015/7/16	1	.	.
2015/7/17	1	.	.	TRUE	3
2015/7/18	.	.	1	TRUE	3
2015/7/19	1	1	.
2015/7/20	.	1	.	TRUE	4

If I use VBA, I can code like bottom:

Dim HoldOn as Boolean, No as Integer
HoldOn=False
NO=0
For i=3 to 20
  If HoldOn=True Then
   Range("E" & i).Value=HoldOn
   Range("F" & i).Value=NO
  End If

  If HoldOn=False And In=1 Then
   HoldOn=True
   NO=NO+1
  End If

If HoldOn=True And (Out1=1 Or Out2=1) Then HoldOn=False
Next i

The data is too large to import to excel, so I just only use SAS to process my data.

I tried to code in SAS, used Macro

but it can't change Macro variable "HoldOn" into 1 and 0

how could I modify my SAS code

Thank you!!

options symbolgen;
%let HoldOn=1;

%macro qq();

%if &HoldOn=0 %then %do;
HO=0;
%end;

%if &HoldOn=0 %then %do;
if In1=1 then do;
%let HoldOn=1;
end;
%end;
%if &HoldOn=1 %then %do;
if out1=1 then do;
%let HoldOn=0;
end;
%end;

%mend qq;

data TMP0;
set P2;

do i=1 to 600;
if i=n then do;
%qq();
end;
end;
run;

Re: How can I change the Macro variable in once run time?

RW9 — Wed, 07 Dec 2016 09:46:36 GMT

Sorry, your post is quite confusing. Start by posting some test data - in the form of a datastep - so that we have something to work on.

Also, maybe clarify your logic somewhat Num is never mentioned for instance. HoldOn I presume becomes True in the record after IN=1 yes, but why is there rows where none are marked?

Do note, you have lag() function which can look at previous results, or you could retain the previous values.

Re: How can I change the Macro variable in once run time?

UltimateWing — Wed, 07 Dec 2016 15:05:24 GMT

Thanks to RW9

I upload my sasdata and what I want in excel

I just use 150 stocks as the sample

tmp0.sas7bdat is original data

TMP0.xlsm is I want to get in SAS

and

I clarify what I demand

I will use excel to explain

Column J is HoldOn , it is a Boolean Variable

if In1=1 then I use next rawdata Open Price as EnterPrice

so in the sample, row 15 has a signal

and I enter to market at row16.

Column K is Serial Number, it is "Num" I used

it is nothing within this question, so you can ignore this column

Column L is EnterPrice, I've explained above.

Column N is out2, it is the problem why I don't use "retian" in SAS to create HoldOn

if rawdata's LowPrice smaller than EnterPrice*0.9, then I need to stop my loss.

And I need to mark out2=1, just like row 136.

In SAS, if I use Variable "In" and Variable "out1" to control "HoldOn",

I would hold E1101 from row 135 to row 249, and there would have the same EnterPrice.

Actually, I held E1101 from row 135 and sell them at row 136;

I held another Serial Number Trade from row 218 to row 244.

The two Serial Number Trade have different EnterPrice,

so if I nee to use "retain" to create "HoldOn", I think I don't have any idea to code.

Column M is OutPrice, if I use out1 to sell my stock I've held, the OutPrice is ClosePrice;

if I use out2 to sell it, the OutPrice is LowPrice.

Column O is Returns, which calculate I loss or gain in one trade.

My question is :

Is SAS can create a Boolean variable like VBA which can change inner value at one time running?

Thank you!!

P.S. Open the Excel, you can push Alt+F11 to open VBA Editor.

tmp0.sas7bdat has 4.9mb, system not let me upload...

I use google drive

https://drive.google.com/drive/folders/0BydLJN40NoEESlgtenZZcXRFbEE?usp=sharing

Re: How can I change the Macro variable in once run time?

Tom — Wed, 07 Dec 2016 15:14:31 GMT

Don't use macro variables for this project. Just write the logic you need using normal datat step code.

Re: How can I change the Macro variable in once run time?

RW9 — Wed, 07 Dec 2016 15:17:59 GMT

Hi,

Sorry, that has just confused the question even further for me. A simple bit of test data (in the form of a datastep) and example output should suffice, I am not reading pseudo VBA (as this is a SAS forum), and certainly not downloading Office files from Google. Have a look at other questions posted here if you need an explanation of how to post questions.

Re: How can I change the Macro variable in once run time?

UltimateWing — Thu, 08 Dec 2016 07:24:44 GMT

https://drive.google.com/drive/folders/0BydLJN40NoEEaUNSWUhPV3BwOTg?usp=sharing

I have already completed the data what I need.

I use SAS/IML to code structure language.

The new Hyperlink of google drive has an Original SAS Data and a SAS code.

Thanks for all !!