While there is no simple answer, there are some useful guidelines. Without the follow-through of taking the right action, the computation of the right number is meaningless. Now, this is contrary to everyone's experience with arithmetic. While there are definite rules for computing limits, and right and wrong ways of computing such limits, the real power of Shewhart's charts lies in the organization's ability to use them to understand and improve their processes. But it is so easy to miss and so hard to teach.
Correct limits allow the user to separate probable noise from potential signals.
Shewhart's charts are a tool for filtering out the probable noise. They have been proven to work in more than 70 years of practice. Shewhart deliberately chose three-sigma limits. He wanted limits wide enough to filter out the bulk of the probable noise so that people wouldn't waste time interpreting noise as signals. He also wanted limits narrow enough to detect the probable signals so that people wouldn't miss signals of economic importance.