If you would not shift the series, the market opening price would be lost. The market would then begin with the 7:45 price.
If someone wants to trade at the open, then one can just check if(ltod()==AssetMarketStart)...The market will begin with the candle starting/opening exactly at MarketStart.... but it is unreasonable to shift series(=create/include a candle) prior to the market open in all the price/indicator calculations...Probably no big deal with 5-min bars, but is significant with 60+ min bars...
Trading with BarPeriod=60, why would you want to feed a 630-730 high/low in the ATR calculation?
