Normally my iPhone SE is used just for voice/SMS calls over the cellular network [not via Wi-Fi]. Increasingly now I have been using this iPhone for low bandwidth internet traffic over the cellular network by turning on "mobile data" and with the Mobile Data Options->Enable 4G set to "Data Only". I also sometimes [rarely] use this setup as a "mobile hotspot" for testing other devices. My problem is, each time I use mobile data my phone it switches back and forth between 3G and 4G. This switching is not rapid but may be working fine for say 10 minutes then it switches for a few minutes and then switches back again, etc. I don't care about the switching except for the fact that usually my devices and software stop or time-out on 3G. Sometimes even on 4G it is a very slow. My cellular reception is not fantastic I know but it is within was is considered acceptable. Currently of the 4 reception bars indicating the signal strength, normally only 1 bar is displayed [sometimes 2] on 4G. My question is, is this switching back and forth normal presumably trying to get a better signal? Is there some way of remaining on the 4G network?
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Yes what you describe sounds normal. The phone (and firmware) will constantly try find the best signal it can. This can mean dropping to lower speed technologies which generally have better reception.
To force 4G only on an iPhone I think you have to jail break it. Not hard but up to you.
FWIW there's nothing illegal about jail breaking a phone (if that's your reservation).
The tools available these days make it a pretty plug and play process but I understand its not something the majority of consumers want to dive into.
Note that android phones have menu options for selecting the band if you ever want to leave the Apple ecoSphere.