>>When a bar ends, the next bar starts<<
That's not an "obvious assumption"; nor is it conventionally used. Anyway, now I know.

Out of curiosity and wanting to learn:
- a (potentially) big, 2900-min bar is clearly uncomparable to, eg. a 60-min bar. How do you conceptually view it and handle such irregularity in a price series?

E.g. I use sometimes an MA of the range, not average true range. And such an irregular bar would screw the calculation, especially a recursive one like ExMA.

Calculations that only use Close will not be affected, but things using High/Low will be.

- What will be the price() calculation for "weekend" bars?