Variables in macro definition

General Usage
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4

I also tried the generator approach, but it can be much slower than expanding the body directly into a for loop. See this:

module MyModule

export @Σ

# fancy macro to write sums
macro Σ(limits, expr)
    @assert limits.head === :(=)
    @assert length(limits.args) == 2
    index = limits.args[1]
    start, stop = limits.args[2].args
    quote
       local _start = $(esc(start))
       local _stop  = $(esc(stop))
       $(esc(index)) = _start
       local out = $(esc(expr))
       for $(esc(index)) = (_start+1):_stop
           out += $(esc(expr))
       end
       out 
    end
end

end

using MyModule
using BenchmarkTools

N = 400
x = randn(N, N)

fun1(x, j, N) = @Σ i=1:N x[i, j]
fun2(x, j, N) = sum(x[i, j] for i=1:N)

println(@benchmark fun1($x, 2, N))
println(@benchmark fun2($x, 2, N))

On my machine I get

Trial(320.763 ns)
Trial(5.931 μs)

that is twenty times faster.