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Chuck
The question I read was about "how to calculate the Stdev of Bollinger
Bands". Having been through the process of needing and working out the
underlying calculation, as opposed to the canned version syntax, I made the
possibly wrong assumption that Keith also wanted the same information. I
guess it depends on what question Keith was really asking.
Roy
----- Original Message -----
From: "Chuck Rademacher" <chuck_rademacher@xxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Sunday, April 06, 2003 5:39 PM
Subject: RE: [EquisMetaStock Group] Re: Bollinger Bands
> Am I missing something here? Why would you simply say:
>
> Stdev(Close,10);
> -----Original Message-----
> From: Roy Larsen [mailto:rlarsen@xxxxxxxxxxxxxx]
> Sent: Sunday, April 06, 2003 12:32 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: Re: [EquisMetaStock Group] Re: Bollinger Bands
>
>
> Keith
>
> Here's a formula for a 10 period Standard Deviation. It's not perfect
but
> it's the best I can come up with for the moment. You'll need to adapt
for
> your own needs.
>
> {Standard Deviation 10 periods}
> M:=Mov(C,10,S);
> X:=Power(M-C,2)+Power(M-Ref(C,-1),2)+
> Power(M-Ref(C,-2),2)+Power(M-Ref(C,-3),2)+
> Power(M-Ref(C,-4),2)+Power(M-Ref(C,-5),2)+
> Power(M-Ref(C,-6),2)+Power(M-Ref(C,-7),2)+
> Power(M-Ref(C,-8),2)+Power(M-Ref(C,-9),2);
> Y:=Sqrt(X/10); Y;
>
> 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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