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Keith
The user manual provides a description of how to calculate Standard
Deviation - page 505 in my 7.01 book. I know the description is accurate and
adequate because I used it to create a weekly Bollinger Bans for daily
charts some weeks ago.
You start by calculating the simple moving average for the required (x)
periods, sum the squares of the difference between the data item and its SMA
over each of the preceding x periods, divide this sum by x, and calculate
the square root of the result. The final result is 1 standard deviation for
x periods.
I'll follow up with a specific formula if no one beats me to it.
Roy
----- Original Message -----
From: "keith" <janus36@xxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Saturday, April 05, 2003 7:14 PM
Subject: [EquisMetaStock Group] Re: Bollinger Bands
could some learned member explain to me how to calculate the Stdev of
Bollinger Bands please.
from memory, i think 2 stdev is about 96% and 3 stdev is about 98-99% of the
range of the set parameter. does anyone know the formula to calculate it ?
thanks keith
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