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POCounting ordered data
 

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    <p>I have the following problem to solve and I can't seem to be able to come up with an algorithm yet, nevermind an actual solution.</p> <p>I have a table of similar structure/data as the following, where IDs are not always in sequence for the same Ticker/QuouteType:</p> <pre><code>ID Ticker PriceDateTime QuoteType OpenPrice HighPrice LowPrice ClosePrice ------- ------ ---------------- --------- --------- --------- -------- ---------- 2036430 ^COMP 2012-02-10 20:50 95/Minute 2901.57 2905.04 2895.37 2901.71 2036429 ^COMP 2012-02-10 19:15 95/Minute 2909.63 2910.98 2899.95 2901.67 2036428 ^COMP 2012-02-10 17:40 95/Minute 2905.9 2910.27 2904.29 2909.64 2036427 ^COMP 2012-02-10 16:05 95/Minute 2902 2908.29 2895.1 2905.89 2036426 ^COMP 2012-02-09 21:00 95/Minute 2926.12 2928.01 2925.53 2927.21 </code></pre> <p>The information I need to extract from this data is the following: </p> <ul> <li>How many consecutive rows are there? Counting downwards from the most recent (as recorded in PriceDateTime), looking at ClosePrice?</li> </ul> <p>IE: For the current example the answer should be 2. ClosePrice (row 1) = 2901.71 which is greater than ClosePrice (row 2) = 2901.67 but lower than ClosePrice (row 3) = 2909.64. As such, looking back from the most recent price, we have 2 rows that "go in the same direction".</p> <p>Of course I have to do this across a lot of other names, so speed is quite important.</p> <p>PS: Thank you all for your help, I've drawn inspiration from all your answers when building the final procedure. You're all very kind!</p>
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    1. COIf the third row had `ClosePrice = 2901.69` (i.e. greater than in the second row yet less then in the first row), would it be counted? And what if it was `2901.67` (same as the second row)?
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    2. CONope, it wouldn't, as it would break the sequence, being higher than the 2nd. The whole idea is to spot prices that have continuously increased/decreased from one period to the next and to display for how long has this continuous increase has been happening. If it's equal it counts.
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