When searching for an h4 strategy we would want the steps of the period for the ATR reading to be 6 so that it is stepping in whole days (6x4=24) and not wind up having a period with fractions of a day. It's ideal to do this to avoid intraday fluctuations affecting the sample for ATR.
EDIT: applies to forex and other 24hour markets of course. If you trade a market with 5 h4 bars per trading day then you'd want your step to be 5 :)