*** Random Walk Equation Slot Calculator Example *** This page is under development. Comments are welcome, but please load any comments in the comments section at the middle of the page. Thanks,[gold] ---- [gold] Here is an eTCL script on to estimate the Random Walk equation . For the push buttons, the recommended procedure is push testcase and fill frame, change entries , push solve, and then push report. Report allows copy and paste from console, but takes away from computer "efficiency". The calculator for the random walk does not return a consistent fixed value from fixed constants, but does return a random value within the limits of its assumptions. Hence, the random walk calculator can be used to test expected gains/losses over an average of years or trials over time. Essentially, in three years one can lose one's shirt, in 12 years one should either break even or gain or lose another shirt. ---- ====== pseudocode:Random walk equation year rate = good year rate * term chance(1 in n) plus normal year rate * term chance(1 in n) plus bad year rate * term chance(1 in n) plus place holder to keep from all zeroed terms pseudocode: set chance terms initially to zero until activated. pseudocode: if rand() < $side2 , set term1 1 pseudocode: if no chance terms fire, year of zero interest will result. pseudocode: good/norm/bad years loaded as $side1,$side2,$side3 from form. current = .01*$side1*$term1+.01*$side3*$term2+.01*$side5*$term3+.00000000001 } ] pseudocode: add $current sum of terms for 1 to N years in for loop pseudocode: and divide by N years from $side7 in form pseudocode: load results into answer fields ====== ---- In planning any software, there is a need to develop testcases. Testcase 1. %|quantity|number|units|% &| interest rate for good year | 10.|percent|& &| 1 in chance: | .333|none|& &| interest rate: | 5 |percent|& &| 1 in chance: |.333||& &| interest rate for bad year| -10|percent|& &| 1 in chance |.333||& &| 1 to N years: | 1 ||& &| answer is random from -.1 to +.15|percent|& ---- ***Screenshots Section*** [http://farm5.static.flickr.com/4120/4951464055_cebe139fdb.jpg] ---- '''Comments Section''' Please place any comments here, Thanks. ---- ***References:*** * Random Walk Down Wall Street,by Burton G. Malkiel ---- ---- ****Appendix Code**** ****appendix TCL programs and scripts **** *** Pretty Print VERSION *** ---- ====== # pretty print from autoindentation and ased editor # random walk equation # written on Windowws XP on eTCL # working under TCL version 8.5.6 and eTCL 1.0.1 # gold on TCL WIKI , 24aug2010 package require Tk frame .frame -relief flat -bg aquamarine4 pack .frame -side top -fill y -anchor center set names {{} {good year rate:} {1 in chance:} {normal year rate} {1 in chance:} {bad year rate:} {1 in chance} {1 to N years:} { answer:} } foreach i {1 2 3 4 5 6 7 8} { label .frame.label$i -text [lindex $names $i] -anchor e entry .frame.entry$i -width 35 -textvariable side$i grid .frame.label$i .frame.entry$i -sticky ew -pady 2 -padx 1 } proc about {} { set msg "Calculator for Random Walk Equation. from TCL WIKI, written on eTCL " tk_messageBox -title "About" -message $msg } proc pi {} {expr acos(-1)} proc interlinear { xx1 yy1 xx3 yy3 xx2 } { return [expr { ((($xx2-$xx1)*($yy3-$yy1))/($xx3-$xx1))+ $yy1 } ] ;} proc pol { xx1 yy1 xx3 yy3 xx2 } { return [expr { ((($xx2-$xx1)*($yy3-$yy1))/($xx3-$xx1))+ $yy1 } ] ;} proc errorx {aa bb} {expr { $aa > $bb ? (($aa*1.)/$bb -1.)*100. : (($bb*1.)/$aa -1.)*100.}} proc height5 { aa bb cc } { set bb [ expr { $cc*[pi]/180. } ] set cc [ expr { $cc*[pi]/180. } ] set dd [ expr { 1.*$aa*tan($bb)*tan($cc)/( tan($cc)-tan($bb))} ] return $dd } proc intelligent5 { xx1 } { global side1 side2 side3 global side4 side5 side6 side7 side8 set term1 0 set term2 0 set term3 0 set current 0 set chance1 [expr {1./$side2 }] set totyears [expr {int($side7) }] for {set i 0;} {$i<$totyears} {incr i} { if { [ expr { rand() } ] <= $side2 } {set term1 1 } if { [ expr { rand() } ] <= $side4 } {set term2 1 } if { [ expr { rand() } ] <= $side6 } {set term3 1 } set current [ expr { ($current*1.) +.01*$side1*$term1+.01*$side3*$term2+.01*$side5*$term3+.00000000001 } ] } set side7 $totyears set side8 [expr {($current*1.)/$totyears }] if { [ expr { abs($side8) } ] <= .0001 } {set side8 0 } return $side8 } proc calculate { } { global colorwarning global colorback global answer2 answer3 global side1 side2 side3 side4 side5 side6 side7 side8 set answer2 5 set answer2 [ intelligent5 $side8 ] set side8 $answer2 } proc fillup {aa bb cc dd ee ff gg hh} { .frame.entry1 insert 0 "$aa" .frame.entry2 insert 0 "$bb" .frame.entry3 insert 0 "$cc" .frame.entry4 insert 0 "$dd" .frame.entry5 insert 0 "$ee" .frame.entry6 insert 0 "$ff " .frame.entry7 insert 0 "$gg " .frame.entry8 insert 0 "$hh " } proc clearx {} { foreach i {1 2 3 4 5 6 7 8} { .frame.entry$i delete 0 end } } proc reportx {} { global side1 side2 side3 side4 side5 side6 side7 side8 console show; puts " The interpolation function takes two know points on a line and solves for an intermediate point. The points are xx1,yy1 xx2,yy2 and xx3,?yy3? The input order of the five items is xx1 yy1 xx2 yy2 xx3 and solving for ?yy3?. The interpolation function loaded as proc pol. User should be able to write pol 50. 1000. 200. 1200. 150. and save answer (1133.3) on console." puts " $side1 " puts " $side2 " puts " $side3 " puts " $side4 " puts " $side5 " puts " $side6 " puts " $side7 " puts " $side1 " puts " $side2 " puts " $side3 " puts " $side4 " puts " $side5 " puts " $side6 " puts " $side7 " puts " $side8 " puts "answer $side8 " } frame .buttons -bg aquamarine4 ::ttk::button .calculator -text "Solve" -command { calculate } ::ttk::button .test2 -text "Testcase1" -command {clearx;fillup 10. .333 5. .333 -10. .333 1. 1.} ::ttk::button .test3 -text "Testcase2" -command {clearx;fillup 10. .333 5. .333 -10. .333 7.7 1. } ::ttk::button .test4 -text "Testcase3" -command {clearx;fillup 10. .333 5. .333 -10. .333 8.5 1. } ::ttk::button .clearallx -text clear -command {clearx } ::ttk::button .about -text about -command about ::ttk::button .cons -text report -command { reportx } ::ttk::button .exit -text exit -command {exit} pack .calculator -in .buttons -side top -padx 10 -pady 5 pack .clearallx .cons .about .exit .test4 .test3 .test2 -side bottom -in .buttons grid .frame .buttons -sticky ns -pady {0 10} . configure -background aquamarine4 -highlightcolor brown -relief raised -border 30 bind . {wm title . "Random Walk Equation Calculator "} ====== <> Numerical Analysis | Toys | Calculator | Example | Mathematics