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The Heikin Ashi point is a good one. Another case is a chart with gaps, such as the Monday open. If the average uses the close, the first bar after the gap can move the average a lot, while a high-low midpoint or an HLC average may move less if the bar has a long range. Comparing the two on the bars after a weekend gap shows how much this matters for your setup. For scalping signals near the start of the week, using the same price source in testing and live trading is important.

Changing the source can make a moving average react differently to gaps. If you use the close, a weekend gap moves the average by the gap's size on the first bar. With HL2 or typical price, the effect depends on where the first bar's range sits relative to the gap. For most intraday strategies, gaps are rare enough not to matter. But if you trade on Monday mornings, or use daily averages, check how your chosen source handles the first bar after a gap. A quick look at a few Monday opens on the chart shows the effect.

Do people adjust the source when trading crosses with long wicks, like GBPJPY? On pairs with frequent long wicks, the close can jump around more than the middle of the bar. An HL2 average smooths that out. On cleaner pairs, like EURUSD in normal conditions, the difference is smaller. I'd compare the two sources on the specific pair, looking at how often they give different signals, before deciding. It's a small tweak, and the difference in results is usually small too, but on some pairs it seems to reduce false signals.