please explain the following code.

[Xinhui]

Hello All

I'm trying to calculate rolling RSI (which is a financial indicate), I found this code, it should help me do the calculation. However, I'm very understand what is this piece of code doing. Would you please explain the code line by line, so that I can do the necessary changes to solve my case.  

%macro calRSI();

%do i=16 %to 7570;

data RSI;

set RSI;

lAveGain = lag1(AveGain);

lAveLoss = lag1(AveLoss);

if days = &i then do;

AveGain = (lAveGain*13+gain)/14;

AveLoss = (lAveLoss*13+loss)/14;

RS = AveGain / AveLoss;

RSI = 100-100/(1+RS); end;

%end; %mend;

%calRSI;

data summer.RSIresult;

set RSI; run;

[RW9 · Accepted solution]

The simplest way to look at macro code is to expand it yourself, here is the first two iterations of the macro loop:

data rsi;
  set rsi;
  lAveGain = lag1(AveGain);
  lAveLoss = lag1(AveLoss);
  if days = 16 then do;
    AveGain = (lAveGain*13+gain)/14;
    AveLoss = (lAveLoss*13+loss)/14;
    RS = AveGain / AveLoss;
    RSI = 100-100/(1+RS); 
  end;

data rsi;
  set rsi;
  lAveGain = lag1(AveGain);
  lAveLoss = lag1(AveLoss);
  if days = 17 then do;
    AveGain = (lAveGain*13+gain)/14;
    AveLoss = (lAveLoss*13+loss)/14;
    RS = AveGain / AveLoss;
    RSI = 100-100/(1+RS); 
  end;

...

So its basically repeating that code 16 to 7570 times.  Does it do what you want, I cannot possibly tell.  Is it good coding, I would say not.  Mixed case, no indentations, not finishing data steps with run all make the code very hard to read, and the macro loop seems to be pretty useless, as you could do the same thing directly in one datastep rather than generating 7500+ datasteps.

[Xinhui]

Thank you for helping, I have used the "proc expand" code solved the problem. Still thank you.