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Re: Simple question on Bollinger Bands



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reading is difficult, even for 8th grades or a belg

Maas+Bartjens = 1.8 MSK StDevs.

Since you do not have the MSK program, then that's your problem
quickly explained, eg:
"why you are having so much problems catching on to what gets
 mailed here on the MSK List, with program specific issues+topics
 being discussed frequently".

First you should get you head screwed on right.
Then just order the sw.
Then come back to the List when you've settled in.

Untill then, no use replying, since you will not be able to distinguish
right from wrong, from heads or tails, in mail messages posted here
or basicaly in any other MSK-topic.

Period. 

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 9:09
Onderwerp: Re: Simple question on Bollinger Bands


> 
> Alberto Torchio was asking  "how many standard deviations for 90 % of the
> values between the lines".
> 
> 1.28155 = 80 %
> 1.645 = 90 %
> 
> Kaufman & Michael & Jossart = 1.645
> Maas = 1.8
> 
> ----- Original Message -----
> From: "michael" <mslist@xxxxxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Friday, October 27, 2000 4:22 PM
> Subject: RE: Simple question on Bollinger Bands
> 
> 
> > I don't know how come there are so many opinions on this.  1.28155 is the
> > standard deviation equivilant of 90%.  If you plotted a 1.28155 standard
> > deviation line above prices on a chart, 90% of the prices should
> > theoretically fall below that line.  If the market follows the bell curve
> > then this would be true.
> >
> > Since you are probably using a lower standard deviation line also, the
> > bottom line says that 90% of all values will be above the lower line.
> That
> > leaves two 10% tails.  So in fact 80% of the values should occur in
> between
> > the 2 lines.
> >
> > If you want to know the standard deviation that is equivilant to 90%, I
> > gaurantee it is 1.281.
> >
> > If you want the area between the 2 lines to equal 90% then you need the
> > standard deviation that correlates with 95%.  This will leave 5% tails on
> > the normal distribution curve.  The standard deviation that correlates to
> > 95% probability is 1.645.
> >
> > Michael
> >
> >
> >
> >
> >
> > -----Original Message-----
> > From: owner-metastock@xxxxxxxxxxxxx
> > [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of A.J. Maas
> > Sent: Thursday, October 26, 2000 10:12 PM
> > To: Metastock-List
> > 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
> >
> >
> >
> 
>