The time frames below H4 are the same for brokers on different time zones.
H4 and above come out different since brokers start servers at 00;00 in the time zone they are operating (it seems).
So running an EA that make use of H4 and above shows different results on different brokers.
I have tried to make use of longer periods on H1 to get rid of this problem but cant say I am happy with the results.
Anyone has a suggestion on how to handle this? An existing tool to create your own bars?
Seems like not.
Solved after a lot of thinking, coding, testing, making errors, changing. I have not logged the time spent (i am retired so I have the time) but its lots.
Coding an EA that uses the old technique of in some way establish the trend on multiple timeframes, like weekly, daily. 4H, 1H and 15M
Since it is not actually needed to use the exact multipliers (4,24......) I use 1,5,25,125 for "pseduo" H1, H4, D1 W1
Works reasonably well for further calculations of the relative strength of the major currencies on these time frames