Register to share and participate | Forgot Password

Login

Model was written in NetLogo 5.0.5 • Viewed 318 times • Downloaded 37 times • Run 0 times

Download the 'Bussinesscycles v19' modelDownload this model • Embed this model

Do you have questions or comments about this model? Ask them here! (You'll first need to log in.)

---

Please start the discussion about this model! (You'll first need to log in.)

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 11 years ago by Jean van Haperen.

Attached files

File	Type	Description	Last updated
Bussinesscycles v19.png	preview	Preview for 'Bussinesscycles v19'	about 11 years ago, by Jean van Haperen	Download

This model does not have any ancestors.

This model does not have any descendants.