Bussinesscycles v19
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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 over 10 years ago by Jean van Haperen.
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File | Type | Description | Last updated | |
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Bussinesscycles v19.png | preview | Preview for 'Bussinesscycles v19' | over 10 years ago, by Jean van Haperen | Download |
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