symulacje

##########################################################################################
###                                                                                  Symulacja inwestycji giełdowej                                                                      ###
##########################################################################################

N=1000
ls=300 # licza sesji
X=1000
BH=matrix(runif(N*30,0.0006,0.0112),N,ls)
BB=matrix(runif(N*30,-0.0086,-0.0006),N,ls)
SH=matrix(runif(N*30,0.0002,0.0098),N,ls)
SB=matrix(runif(N*30,-0.0062,-0.0005),N,ls)
i=1
bh=1
stan=c()
while (i<ls)
{

if (bh==1) dl=ceiling(runif(1,64,126)) else   dl=ceiling(runif(1,28,112))
stan[i:(i+dl-1)]=bh
i=i+dl
bh=1-bh

}
stan
for (i in 1:ls)
{

if (stan[i]==0)
{

 BH[,i]=0
 SH[,i]=0

}
else

{
 BB[,i]=0
 SB[,i]=0

}

}
B=BH+BB+1
S=SH+SB+1
XB=apply(B,1,prod)*X
XS=apply(S,1,prod)*X
par(mfrow=c(3,1))
hist(XB,xlim=c(1000,4000))
hist(XS,xlim=c(1000,4000))
hist(XB-XS)
mean(XB-XS)
sd(XB-XS)