Hello, I have noticed that sometimes there is no clear rule on how minute Bars are selected to form a Bar of a higher time frame. For example on EURUSD when selecting BarPeriod=240, sometimes the 4H Bar will take into account for instance the minute Bars from 00:01 to 4:00, sometimes the ones from 00:00 to 3:59, sometimes from 00:01 to 3:59, there does not seems to be any clear rule on how the higher time frame Bars are constructed, could you please explain me why and tell me if such a behaviour is normal?
Thanks in advance.