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Probability distribution tables :
- +/- 1 std = .3413 x 2 = .6826 = 68.3 %
- +/- 1.8 std = .4641 x 2 = .9282 = 92.3 %
- +/- 2 std = .4772 x 2 = .9544 = 95.4 %
- +/- 3 std = .4987 x 2 = .9974 = 99.7 %
and...
- 1.64 std = .4495 x 2 = .8990 = 89.9 % of the data
or
- 1.65 std = .4505 x 2 = .9010 = 90.1 % of the data
So the answer to Alberto Torchio's question is : Bollinger (95%) is +/- 2
std, while 90 % is +/- 1.64... std
What did you say ? en dus en dan, aah ja, zeker en vast...
----- Original Message -----
From: "A.J. Maas" <anthmaas@xxxxxxxxx>
To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
Sent: Friday, October 27, 2000 4:11 AM
Subject: Re: Simple question on Bollinger Bands
> 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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