Next day price value

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Next day price value

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!!!


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‎07-21-2016 03:25 AM
Contributor
Posts: 26

Re: Next day price value

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!!!

View solution in original post


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Grand Advisor
Posts: 17,345

Re: Next day price value

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

Contributor
Posts: 26

Re: Next day price value

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!!!

Solution
‎07-21-2016 03:25 AM
Contributor
Posts: 26

Re: Next day price value

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!!!

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