Moving averages varlist - spss

Question

I am trying to calculate moving averages spanning 30 days (prior moving averages) using SPSS 20 for about 1200 stock tickers. I would like to use a loop like:
Calculate 30 days moving average for a ticker say AAAA or 0001 and save it like MA30AAAA or MA300001.
Take another ticker say AAAB or 0002 and do as above.
Continued until all tickers are captured and MA calculated, saved to new columns.
Do you think I can develop a SPSS Syntax for that.
If I try the following, I get error warnings. Please can you help me get a reasonably well structured syntax to do my job.

Answer 1

There was a very similar question today on LinkedIn (see here or below for the answer).
-Assuming every date is present exactly once in your data, the syntax below will calculate moving annual totals and averages over each date + the preceding 29 dates.
-If fewer than 29 days preceded some date, these new variables will not be calculated for this date. (IMHO, this would be misleading information.)
-The 2 new variables will appear in one column each but with a few extra lines you can put each value into its own column if desired.
Kind regards,
Ruben
*Generate test data.
set seed 1.
input program.
loop #=1 to 60.
if #=1 date=date.dmy(21,11,2012).
if #>1 date=datesum(lag(date),1,"days").
end case.
end loop.
end file.
end inp pro.
if $casenum=1 price=100.
if $casenum ne 1 price=lag(price)+tru(rv.nor(0,5)).
for date(edate10).
exe.
*Compute moving total + average.
comp moving_total_30=price.
do rep dif=1 to 29.
comp moving_total_30=moving_total_30+lag(price,dif).
end rep.
comp moving_average_30=moving_total_30/30.
exe.