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Hi Anthony, this was the type of thing i was
looking for, but it doesn't seem to be a "straight line " formula as
beween 70% & 80%=.3172Stdev diff , while between 80% & 90% it is
.4398Stdev diff?
could you tell me the Stdev for 98% please
and also what 2 Stdev and 3 Stdev are as a comparison.
thanks Keith
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony Faragasso
To: <A
href=""
title=equismetastock@xxxxxxxxxxxxxxx>equismetastock@xxxxxxxxxxxxxxx
Sent: Monday, April 07, 2003 11:35
PM
Subject: Re: [EquisMetaStock Group] Re:
Bollinger Bands
1.645 = 95% ... 1.2815 = 90% ... 1 = 84.13%
, .8417 = 80% .6745 = 75% , .5245 =
70% , .3854 = 65% , .2534 = 60%
.1256 = 55% , .0251 = 51% , .0001 = 50%
-------Original Message------- From: <A
href="">equismetastock@xxxxxxxxxxxxxxx
Date: Monday, April 07, 2003 08:56:16 To: <A
href="">equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: Bollinger Bands HI Roy &
Chuck, thanks for the replies, you're right, that wasn't
theproblem,my fault- I didn't explain it properly .. the problem is
not how tomake a BB formula but how to put an exact Stdev in the fomula
and know whatit will do. say I want a Bollinger Band to contain 90% of
price action, is this2Stdev(no), 1.883 Stdev , don't know
? if I had the formula how it's constructed, I could tailor a
BB to suit, bytrial & error, and know that the result is
statictically accurate( i hope?) i think from memory 1Stdev is about
67%, 2Stdev about 96% and 3Stdev about99%, 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 ----- Original Message ----- From:
Chuck Rademacher To: equismetastock@xxxxxxxxxxxxxxx Sent: Sunday,
April 06, 2003 4:11 PM Subject: RE: [EquisMetaStock Group] Re: Bollinger
Bands Roy... Some times it's very difficult to ascertain
the real question. That's whyI phrased my reply as a
question. I'm sure that you already know how touse the
built-in functions as well as how to calculate them yourself. I have
read the original email several times and there is yet another answerthat
we both could have missed. If you take the original
questionliterally, the answer would be something like:
Stdev(bbandtop( close, 10, S, 2 ),10) But, somehow, I don't
think that is what is wanted either. So... Keith... I hope that one of
us has answered your question. If not, weare all too happy to help
once we understand what it is that you want to do.-----Original
Message----- From: Roy Larsen [mailto:rlarsen@xxxxxxxxxxxxxx] Sent:
Sunday, April 06, 2003 12:53 AM To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] Re: Bollinger Bands 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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