Summary: Tolerance limits are those limits that contain a certain proportion of the distribution of a characteristic with a given probability. ’They are used to make sure that the production will not be outside of specifications’ (Amin & Lee, 1999). Usually, tolerance limits are constructed at the beginning of the monitoring of the process. Since they are calculated just one time, these tolerance limits cannot reflect changes of tolerance level over the lifetime of the process. This research proposes an algorithm to construct tolerance limits continuously over time for any given distribution. This algorithm makes use of the exponentially weighted moving average (EWMA) technique. It can be observed that the sample size required by this method is reduced over time.