Bussinesscycles v19

Bussinesscycles v19 preview image

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Default-person Jean van Haperen (Author)

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breed [fundamentals fundamental]
breed [trendfollowers trendfollower]


fundamentals-own [
stock


  ]

trendfollowers-own [

  stock

 
  ]

turtles-own
[
  pricepaid
  profit; changed in v10
]

globals
[ 
  pricet
  pricet-1
  pricet-2
  pricet-3
  fundamentalvalue
    trendedvalue
   purchase?
   pricetx
  novolume?
  dividendlist
  dividend
  fundamentalistsvalue
  portiontrendfollowers
]

to setup
  __clear-all-and-reset-ticks
  set-default-shape fundamentals "house"
  set-default-shape trendfollowers "person"
  create-ordered-fundamentals Numberoffundamentals
  [setxy random-ycor random-xcor
    set color white]
  create-ordered-trendfollowers Numberoftrendfollowers 
  [setxy random-ycor random-xcor
    set color white]
  set pricet 350 ; changed in v10
  set pricet-1 350; changed in v10
  set pricet-2 350
  set pricet-3 350
  set trendedvalue 350; changed in v10
  set fundamentalvalue 350; changed in v10
  set fundamentalistsvalue 350
  setup-plots; changed in v10
  update-plots ; changed in v10
  ask fundamentals
  [set stock noStocksperTrader
    set fundamentalistsvalue 350]
  set portiontrendfollowers (count trendfollowers / (count fundamentals + count trendfollowers))
  
  ask trendfollowers
  [set stock noStocksperTrader
  ]
  set novolume? 0
  ask turtles [set profit 0
    ]
  set dividendlist [36 4 -16 -24]
end 

to go
  
  if ticks >= timePeriods [stop] ; changed in v10
  set dividend one-of dividendlist
  set fundamentalvalue fundamentalvalue + changeinfundamentalvalue
  ask fundamentals
  [ifelse ticks < 15 [ set fundamentalistsvalue fundamentalvalue  + (dividend * (((16 - ticks) / 16) * riskattitude))] [set fundamentalistsvalue fundamentalvalue]]
  set pricet-3 pricet-2
  set pricet-2 pricet-1
  set pricet-1 pricet
 ask fundamentals [recolorf]
  ask-concurrent trendfollowers [buyorsell]
 
 set pricet median [pricepaid] of trendfollowers

  tick
end 

to buyorsell
    
    without-interruption
   
       [
    set purchase? 0
   
     ifelse ticks > 0 [ifelse novolume? >= 1 and mean [stock] of trendfollowers != 0 [set trendedvalue trendedvalue - (2 / count trendfollowers) * novolume? ^ 2][set trendedvalue (pricet-1 - pricet-2) + 0.2 * (pricet-2 - pricet-3) + pricet-1 ]][set trendedvalue 350] ;changed to 2 / count in v 13
     
     recolortrend
     
     if any? fundamentals with [stock > 0] and trendedvalue > fundamentalistsvalue
     [set purchase? 1]
    
    
     if stock > 0 and trendedvalue < fundamentalistsvalue
     [set purchase? -1]
       
    if purchase? = 1 [
    ask one-of fundamentals with [stock > 0 ] [set stock stock - 1]] 
  
    if purchase? = -1 [
    ask one-of fundamentals [set stock stock + 1]] 
    
    if purchase? = 0 [set novolume? novolume? + 1] 
     
    if purchase? = 1
      [set stock stock + 1
        set novolume? 0]
    
    if purchase? = -1
      [set stock stock - 1 
      set novolume? 0]
      
       if purchase? = 1
      [set pricepaid (portiontrendfollowers * (trendedvalue - fundamentalistsvalue)) + fundamentalistsvalue 
                set profit profit + (350 - pricepaid); changed in v10
        ]
      
      
       if purchase? = -1
      [set pricepaid ((1 - portiontrendfollowers) * (fundamentalistsvalue - trendedvalue)) + trendedvalue 
        set profit profit + (pricepaid - 350)]; changed in v10
      
      
      
      
      if purchase? = 0 [
        if mean [stock] of trendfollowers = 0  [set pricepaid fundamentalistsvalue]
        if mean [stock] of fundamentals = 0 [set pricepaid trendedvalue]
       ;if mean [stock] of trendfollowers != 0 and mean [stock] of fundamentals != 0 [set pricepaid ((1 - portiontrendfollowers) * (fundamentalistsvalue - trendedvalue)) + trendedvalue ] ; waarom deze?
        ]
    ]
end 

to recolorf
    ifelse fundamentalistsvalue > pricet-1 [set color blue][set color red]
end 

to recolortrend
    ifelse trendedvalue > pricet-1 [set color blue][set color red]
end 

There is only one version of this model, created about 10 years ago by Jean van Haperen.

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