I'm trying to clean up a large dataset with many stocks. The current dataset i have contains every stock that has ever existed and im trying to cut it down to all the stocks that have ever been in the S&P 500. I have a date column, a ticker column, a closing price column. Not all the stocks in the S&P 500 were added to the index at the same time and some of the stocks were delisted over time. I have currently have all of the historical data on each stock in the S&P 500. For example, Apple was added into the S&P 500 on Nov 30, 1982, but i have data for Apple going back to 1980. Im trying to write a code that doesn't delete the other stock information besides the information from 1980 to Nov 29, 1982 just for Apple. So for example, there will still be information for Amazon from 1970 to the current time, but for Apple the data will start at Nov 30, 1982.   So far i was thinking some thing along the lines of this code but it isnt working.   DATA CRSP1;     SET CRSP;     if Ticker='A' then "10Apr1995"d =< date => "05Jun2000"d;     else if Ticker='AAPL' then date=>"23Mar2005"d;     else if Ticker='AMZN' then date=>"08Dec2012"d; run; ... View more

I am trying to calculate the technical indicator relative strength index for each stock (Permno); I found a code online that does this but also includes a macro. I saw a forum here that mentions using a proc expand function instead of the macro that loops from day 16 to day 7500 for each stock. However, I am unfamiliar with proc expand. I have provided the csv file i am working with as well as the code I am using. I will also provide the link to the website that shows the RSI calculation using the macro. https://support.sas.com/resources/papers/proceedings12/163-2012.pdf   data RSI2; set RSI; by permno; ladjprc = lag(QQQQ_Close); if QQQQ_Close>ladjprc then gain1 = QQQQ_Close-ladjprc; if QQQQ_Close<ladjprc then loss1 = ladjprc-QQQQ_Close; if first.Permno then do; gain1 = .; loss1 = .; end; retain days 0; day +1; if first.permno then day = 0; if gain1 = . then gain1 = 0; if loss1 = . then loss1 = 0; retain sumgain 0; sumgain = sumgain + gain1; retain sumloss 0; sumloss = sumloss + loss1; if day = 15 then do; AveGain = (sumgain-gain1) / 14; AveLoss = (sumloss-loss1) / 14; RS = AveGain / AveLoss; RSI = 100-100/(1+RS); end; run; ... View more