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The mean=middle=0
and
100%=da width difference between "+1 stdev"{+100%} and "-1 stdev"{-100%}
thus
100%{2*1}=2*stdev(da,pds) {width is then mean + 1*stdev up +1*stdev down}
and
50%{2*0.5}=1*stdev(da,pds)
then
90%{2*0.9}=1.8*stdev(da,pds)
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
----- Oorspronkelijk bericht -----
Van: "Lionel Issen"
Aan: <metastock@xxxxxxxxxxxxx>
Verzonden: dinsdag 24 oktober 2000 4:23
Onderwerp: Re: Simple question on Bollinger Bands
> I cant find my statistics book, but I think its close to 2 std dev.
> Lionel Issen
> lissen@xxxxxxxxx
> ----- Original Message -----
> From: "Alberto Torchio" <atorchio@xxxxxxxxx>
> To: "Realtraders" <realtraders@xxxxxxxxxxx>
> Sent: Monday, October 23, 2000 2:27 AM
> Subject: Simple question on Bollinger Bands
>
>
> > Dear Listmembers,
> >
> > I have been asked a simple question on Bollinger Bands and was unable to
> > answer...
> > Could anyone tell me the number of standard deviations allowing to contain
> > within the bands 90% of price data?
> >
> > Alberto Torchio
> > Torino, Italy
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