Now I am trying with a Java library called tn5250j, which provides scripting capabilities, but it is not well documented and I didn't find much on the Internet.
Does anyone have experience with this library, or with any other tool in order to automate test cases for a COBOL program, running on an iSeries/AS400 server?
You mentioned black box testing and given that I would consider a different language / framework for the testing.
For example I recently was writing a bunch of bash programs and wrote my own test runner in bash.
Basically, to get started you run the program / module and then you examine the results in comparison to what you expect. So the test runner does that, it runs the programs and examine the output and can pass/fail depending on whether it is correct.
I'm not expirienced in COBOL so also not in testing it but here are some links I found on google. If they are useful I can't evaluate. (@All: But as this text is too long for comment I put it as an answer.)
This shows you what you've tested but won't automate it:
