Get SQL server to query run faster - sql

Question

I am very new to SQL Server and finally got my code to run, but its very slow. My database is a bit on the big side (1.22mill rows, 3 columns) and I have some while loops, which I know isn't ideal but I couldn't find a way around it.
Any help would be greatly appreciated!!!
declare #b float
declare #c float
declare #dateloopfora datetime
declare #dateloopforc datetime
BEGIN
SET #MYCURSOR = CURSOR FOR
SELECT DISTINCT [STOCKS] FROM [tsxvPrices].[dbo].[3coldata]
OPEN #MYCURSOR
FETCH NEXT FROM #MYCURSOR INTO #STOCK
set #end = '12/30/2012'
WHILE ##FETCH_STATUS = 0
BEGIN
print ('Stockname restart: ' + #stock)
SET #dateloop = '01/01/2012'
WHILE (#dateloop <= #end)
BEGIN
set #datedelta = 0
SET #dateloop = dateadd(day,1,#dateloop)
set #b = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = #dateloop and [stocks] = #stock))
WHILE (#datedelta < 4)
BEGIN
set #datedelta = #datedelta + 1
if (#b is null)
begin
SET #dateloop = dateadd(day,1,#dateloop)
set #b = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = #dateloop and [stocks] = #STOCK))
/*print ('b= ' + cast( #b as varchar(10)) + ' dateadd1=' + cast( #datedelta as varchar(10))) */
end
END
SET #datedelta = 0
set #a = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = dateadd(day,-1,#dateloop) and [stocks] = #stock))
set #c = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = dateadd(day,+96,#dateloop) and [stocks] = #stock))
if #b/#a < 0.8
begin
WHILE (#datedelta < 4)
BEGIN
set #datedelta = #datedelta + 1
if (#a is null)
begin
SET #dateloopfora = dateadd(day,-#datedelta,#dateloop)
set #a = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = #dateloopfora and [stocks] = #STOCK))
/*print ('b= ' + cast( #b as varchar(10)) + ' dateadd1=' + cast( #datedelta as varchar(10))) */
end
if (#c is null)
begin
SET #dateloopforc = dateadd(day,96+#datedelta,#dateloop)
set #c = (SELECT [val] FROM [tsxvPrices].[dbo].[3coldata] WHERE( [dates] = #dateloopforc and [stocks] = #STOCK))
/*print ('b= ' + cast( #b as varchar(10)) + ' dateadd1=' + cast( #datedelta as varchar(10))) */
end
END
/*print ('Stockname: ' + #stock)
print #dateloop
print('daily')
print #b/#a
print ('quarterly')*/
print #c/#b
/*print ('======================')*/
end
END
FETCH NEXT FROM #MYCURSOR INTO #STOCK
END
CLOSE #MYCURSOR
DEALLOCATE #MYCURSOR

Answer 1

I can see one simple problem straight away, you're using a Cursor.
This is probably one of the worst ways to process SQL, it's very slow and it's forcing the SQL engine to be very inefficient.
You're new to SQL so I'll forgo a technical explanation, but please have a look at this other StackOverflow question:
Why is it considered bad practice to use cursors in SQL Server?
I may be able to offer further advice, What version of SQL are you using?