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HI Roy & Chuck, thanks for the replies,
you're right, that wasn't the problem,my fault- I didn't explain it properly
. the problem is not how to make a BB formula but how to put an exact
Stdev in the fomula and know what it will do.
say I want a Bollinger Band to contain 90% of price
action, is this 2Stdev(no),
1.883 Stdev , don't know
?
if I had the formula how it's constructed, I could
tailor a BB to suit, by trial & error, and know that the result is
statictically accurate( i hope?)
i think from memory 1Stdev is about 67%, 2Stdev
about 96% and 3Stdev about 99%, but
the old memory isn't as good as it was
!
Roy, i didn't think to check the help file first,
sorry, i'll do so tonight.
I hope this explanation is better.
thanks keith
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=chuck_rademacher@xxxxxxxxxx>Chuck Rademacher
To: <A
href=""
title=equismetastock@xxxxxxxxxxxxxxx>equismetastock@xxxxxxxxxxxxxxx
Sent: Sunday, April 06, 2003 4:11
PM
Subject: RE: [EquisMetaStock Group] Re:
Bollinger Bands
<FONT color=#0000ff face=Arial
size=2>Roy...
<FONT color=#0000ff face=Arial
size=2>
Some
times it's very difficult to ascertain the real question. That's
why I phrased my reply as a question. I'm sure that you already
know how to use the built-in functions as well as how to calculate them
yourself.
<FONT color=#0000ff face=Arial
size=2>
I
have read the original email several times and there is yet another answer
that we both could have missed. If you take the original question
literally, the answer would be something like:
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>Stdev(<FONT color=#0000ff face=Arial
size=2>bbandtop( close, 10, S, 2 ),10)
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>But, somehow, I don't think that is what
is wanted either.
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>So... Keith... I hope that one of us has
answered your question. If not, we are all too happy to help once we
understand what it is that you want to do.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Roy Larsen
[mailto:rlarsen@xxxxxxxxxxxxxx]Sent: Sunday, April 06, 2003 12:53
AMTo: equismetastock@xxxxxxxxxxxxxxxSubject: Re:
[EquisMetaStock Group] Re: Bollinger
BandsChuckThe question I read was about
"how to calculate the Stdev of BollingerBands". Having been through the
process of needing and working out theunderlying calculation, as opposed
to the canned version syntax, I made thepossibly wrong assumption that
Keith also wanted the same information. Iguess 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
PMSubject: 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
perfectbut> it's the best I can come up with for the
moment. You'll need to adaptfor> 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
calculateit> ?>> thanks
keith>>>>>>
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