Date:         Wed, 19 Sep 2007 13:47:04 -0400
Reply-To:     Haigang Zhou <hzhou3@UNLSERVE.UNL.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Haigang Zhou <hzhou3@UNLSERVE.UNL.EDU>
Subject:      Re: Fixed length signals

Thank you all for the solutions. I really like the mod(_N_,3) commend.

Below is another solution from S. Xiao:


************************************************
data raw;
     input date date11. indicator;
  cards;
13-Dec-2004 1
14-Dec-2004 0
15-Dec-2004 1
16-Dec-2004 0
17-Dec-2004 0
20-Dec-2004 0
21-Dec-2004 1
22-Dec-2004 1
23-Dec-2004 0
24-Dec-2004 1
27-Dec-2004 0
28-Dec-2004 0
29-Dec-2004 0
30-Dec-2004 1
31-Dec-2004 0
4-Jan-2005 1
5-Jan-2005 1
6-Jan-2005 0
7-Jan-2005 0
10-Jan-2005 0
11-Jan-2005 1
12-Jan-2005 1
13-Jan-2005 0
14-Jan-2005 0
;
run;
data tmp(drop=tmp);
 retain date indicator tmp;
 set raw;
 format date mmddyy8. signal $4.;
 if mod(_N_,3)=1 then
  if indicator=1 then tmp='buy'; else tmp='sell';
 if mod(_N_,3)=1 then signal=''; else signal=tmp; run;
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