Minnamor

This will happen for ANY tools that are computing higher the time frame price (OHLC, MP(),Typ(), WC() etc.) from a lower time frame data.
I believe this behavior should be OK even for back-testing if you make sure in your system tester that you code the trading signal based on a higher time frame indicator to be done or looked for its value only ONCE for every N bars (in this case Time Factor should be equal to N).

You can check the time "reference" in the higher time frame by using the TimeCapsules.
In this way you will see where the bar in the higher time frame starts and ends.
The traders using daily charts will have much less options than those using Intraday charts, as the most usable higher time frame will be weekly (TF=2).

Guara