Viewing 7 posts - 16 through 22 (of 22 total)
Many thanks folks, I'm going to set to work in a little bit - will let you know.
Wayne
January 3, 2009 at 4:33 pm
Hi Chris
I omitted the ORDER BY, given that there's an index on the two PK fields being selected.
If this can be accomplished without a cursor that'd be great as I've...
January 3, 2009 at 10:18 am
Hi Gail
It derives a simple moving average. I have successfully implemented this in Access & VB and have been trying to accomplish the equivalent in SS.
The original VB code...
January 3, 2009 at 9:52 am
Here's a sample of the data being selected into the cursor
TIME_KEYCOMM_SYMBCLOSE
16538CL62.03
16539CL64.09
16540CL62.41
16541CL61.05
16542CL56.31
16543CL52.99
16544CL53.47
16545CL55.42
16546CL59.02
16547CL59.89
16548CL59.86
What you have is a surrogate key for a weekly time dimension, a commodity symbol for crude oil, and the...
January 3, 2009 at 9:47 am
Your description is about right, except that the latest (most current) n rows are used for the calculation. The function moves from the most current to the earliest record....
December 9, 2008 at 5:32 am
Yes, they are independent. TrdDay is a date (business day) for which there is trading data (high, low, close, etc...), and period is the size of the simple moving average...
December 8, 2008 at 5:41 am
Derive a simple moving average (SMA), where the window for which the SMA is calculated is dynamic; i.e. the function accommodates new records as daily data is added so is...
December 8, 2008 at 4:49 am
Viewing 7 posts - 16 through 22 (of 22 total)