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Mate 2u
Mate 2u 2012-5-4
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
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Mate 2u
Mate 2u 2012-5-4
Additionally would prefer if algorithm is quick.
Daniel Shub
Daniel Shub 2012-5-4
What happens if P < P+1 and P > P-1?

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Andrei Bobrov
Andrei Bobrov 2012-5-4
sign(diff(P));
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Andrei Bobrov
Andrei Bobrov 2012-5-4
hence P(ii) == P(ii + 1)
Daniel Shub
Daniel Shub 2012-5-4
@Mate, the documentation for sign clearly states that sign(0) is 0.

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