Data

Hi there, I have a 6 million x 1 array of prices. I want to change it so that it is +1 if P+1 > P, -1 if P-1 <P and 0 if P+1=P

[Mate 2u]

Additionally would prefer if algorithm is quick.

[Daniel Shub]

What happens if P < P+1 and P > P-1?

Answer 1

[Andrei Bobrov]

sign(diff(P));

[Mate 2u]

What happens if the diff is 0?

[Andrei Bobrov]

hence P(ii) == P(ii + 1)

[Daniel Shub]

@Mate, the documentation for sign clearly states that sign(0) is 0.