Bollinger Bands (Log Scale)

9月25日

📈 Bollinger Bands on log scale are broken.
Many traders use log charts for better price symmetry—but still apply Bollinger Bands calculated on linear price. That mismatch creates distorted signals.

Here’s what I found:
- Standard deviation becomes misleading on log scale
- Band width no longer reflects true volatility
- Breakout signals lose behavioral clarity

🛠 So I rewrote the logic.
My version calculates Bollinger Bands using log(price) for both mean and deviation, then maps the result back to price. It behaves correctly on log charts and aligns better with behavioral scoring.

9月25日

發行說明

📈 Bollinger Bands on log scale are broken.
Many traders use log charts for better price symmetry—but still apply Bollinger Bands calculated on linear price. That mismatch creates distorted signals.

Here’s what I found:
- Standard deviation becomes misleading on log scale
- Band width no longer reflects true volatility
- Breakout signals lose behavioral clarity

🛠 So I rewrote the logic.
My version calculates Bollinger Bands using log(price) for both mean and deviation, then maps the result back to price. It behaves correctly on log charts and aligns better with behavioral scoring.

9月25日

發行說明

📈 Bollinger Bands on log scale are broken.
Many traders use log charts for better price symmetry—but still apply Bollinger Bands calculated on linear price. That mismatch creates distorted signals.

Here’s what I found:
- Standard deviation becomes misleading on log scale
- Band width no longer reflects true volatility
- Breakout signals lose behavioral clarity

🛠 So I rewrote the logic.
My version calculates Bollinger Bands using log(price) for both mean and deviation, then maps the result back to price. It behaves correctly on log charts and aligns better with behavioral scoring.

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