There is no concept of "bars" in JBT, except for compression purposes in performance charts. That is to say, all components of JBT, including the indicators, use 1-second snapshot as market data units. Since you've already validated that the 1454-sec Bollinger bands in JBT match those in TWS, there is no reason to believe that longer periods would not match, right? If you are looking for a 20 period Bollinger with 1min bars, then it's roughly equivalent to 1200 period length in JBT. It's not exactly the same as the 20 period Bollinger with 1min bars, but I would argue it's even better. Consider an extreme case where we have considerable volatility (i.e. large differences between highs and lows of the 1-minute bars), but as it happened, these bars all managed to close on the same price. If you calculate Bollinger based on these bar closes, you'd get a misleading results in that your calculated volatility would be around 0 when in fact it was quite high. This problem would not be present with JBT, as it would take intra-bar volatility into consideration.
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