Identifying a record n-rows from the current, on a rolling basis, in a non-contiguous data set

• Jeff Moden

  SSC Guru

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  March 10, 2009 at 4:25 pm

  #957138

  Chris Morris (3/10/2009)

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  Wayne (3/9/2009)

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  Jeff is right. I have to cater for non-trading days other than weekends (which are not included in my sample data) so having a 7 day difference from the time key will not always work. I also vary these windows, some being up to 40 periods which will include many non-trading days.

  Thanks,

  Wayne

  Thanks guys, thought I was losing me marbles. Nah don't answer that 😛

  Heh... I haven't lost all mine, yet... I glued them all together. :hehe: Makes it tough to find the "Shooter" and the "Steelies", but I don't lose them. 😛

  --Jeff Moden

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  RBAR is pronounced "ree-bar" and is a "Modenism" for Row-By-Agonizing-Row.
  First step towards the paradigm shift of writing Set Based code:
  ________Stop thinking about what you want to do to a ROW... think, instead, of what you want to do to a COLUMN.

  Change is inevitable... Change for the better is not.
  

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