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Are we here discussing the Kaufman's definition for his method in calculating
an everyday very common Standard Deviation value?
Or anyone else's sd-calc methods?
----------------------------------
Nope.
We are discussing here the use of the Bollinger Bands (which bands already
include the MSK Standard Deviation function in their formulas), that will have
to catch 90% of the Price, eg A.Torchio's original question:
"Could anyone tell me the number of standard deviations allowing to
contain within the bands 90% of price data?"
Find the answer using MSK and Bartjens:
In MSK click "Help"|"Index"|"Bollinger bands:sample custom indicator:"
for the bands-formula that catches 100% of the Price.
Like said, the BBands already include StDev, thus no need to add more or
alter its function. What needs adjusting -lowering- is the times that the function
needs to be multiplied to have the bands come down to catch 90% instead
of the 100% it does at the moment. So, yet again unraffled:
The CF Bollinger Bands
-uses 2 times the StDev function for Upper band
-uses 2 times the StDev function for Lower band
------------
-totals 4 times the StDev function
(for the bandwidth "to contain 100% of price data")
Then in a CF to catch 90% of the Price is using this as follows:
-uses 1.8 times the StDev function for Upper band
-uses 1.8 times the StDev function for Lower band
------------
-totals 3.6 times the StDev function
(for the bandwidth now "to contain 90% of price data")
and where the "3.6" then also equals to 90% of the original "4 devs" ((4/100)*90).
---------------------------------------------------------
Whatever Kaufman then wants to use in and for his method {haven't checked it}
is -like your silly+stupid remarks- unimportant and irrelevant here.
You can however check Kaufmans calculations by using Bartjens, but note that
on the contrairy, Bartjens doesn't need a Kaufman to be right or to be spot on, eg
Batjens Law is always right.
Like said, it's that is simple, but can be oh so difficult to understand for 8th grades
or a belg.
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
----- Oorspronkelijk bericht -----
Van: "Jossart Alain" <Alain.Jossart@xxxxxxxxx>
Aan: <metastock@xxxxxxxxxxxxx>
Verzonden: zaterdag 28 oktober 2000 8:57
Onderwerp: Re: Simple question on Bollinger Bands
>
> " Trading Systems and Methods " - P. Kaufman, iow the reference in TA and
> trading systems
>
> I provided the answer to a question you have not even understood yet. Is
> Bartjens free gift too ? [Kaufman ain't]
>
> ----- Original Message -----
> From: "A.J. Maas"
> To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, October 28, 2000 5:38 AM
> Subject: Re: Simple question on Bollinger Bands
>
>
> > Obviously has to be a belg............Bartjens goes beyond 8th grades.
> >
> > The formulas delivered in below mail ARE FOR USE IN METASTOCK !!
> > Not in a chatbox.
> >
> > They are available to you, if you also do have a copy of MetaStocK,
> > which I strongly doubt you have.
> > =============
> >
> > For other List members that are -now- truely concerned :
> > They make use of the program's StDev(DataArray,Periods) function, that
> > you can find in the MSK7x-manual p.264.
> > See my other mail send tonight for more detailed info.
> >
> > And for the Jossarts, Jagows, Stevensons, Manascos and other here not
> named
> > brown marks among us, think twice before writing + posting
> crap..................go by
> > the facts, else you just don't stand the chance!!!
> > Quality and prime trading + money earning stuff is what we're after here.
> Offensive,
> > even disgrading words, cannot and will not effect me, since you'll get
> easy tackled
> > on your silly writings and sending in your own nonsense.
> >
> > Regards,
> > Ton Maas
> > ms-irb@xxxxxxxxxxxxxxxx
> > Dismiss the ".nospam" bit (including the dot) when replying.
> > Homepage http://home.planet.nl/~anthmaas
> >
> >
> > ----- Oorspronkelijk bericht -----
> > Van: "Jossart Alain" <Alain.Jossart@xxxxxxxxx>
> > Aan: <metastock@xxxxxxxxxxxxx>
> > Verzonden: vrijdag 27 oktober 2000 13:50
> > Onderwerp: Re: Simple question on Bollinger Bands
> >
> >
> > > 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"
> > > 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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