Here is one problem troubling me for long time....

What I want to do is this: Suppose following is the data:

obs P MaxP b_signal

1 10 11 0 2 12 12 1 3 11 12 0 4 11 12 0 5 9 12 0 6 8 12 0

You see at the obs 2 P >= MaxP, which triggers the b_signal, indicating a buy action, now my rule is keep holding what I have bought at obs 2 until price has dropped 20%: P < 0.8 MaxP, this will happen at obs 5. So I want to create a dummy 'Holding' indicating the period I hold what I have bought, it should look like this:

obs P MaxP b_signal Hold

1 10 11 0 0 2 12 12 1 1 3 11 12 0 1 4 11 12 0 1 5 9 12 0 0 6 8 12 0 0

You see the value of Hold depends on three values: the previous value of itself, the previous value of b_signal, and the comparison between P and MaxP. How to do it in a Data step? or SQL? Seems quite chanllenging.

Thank you very much

Yiyu