When I used to test the MakeGrid back in the day, it had a time frame parameter for the MACD signal. The only way to get it rockin in back tests was to load up the Oanda 1 min data, open a chart and physically run all the time periods to the beginning of the 1M data. So for example: if I was testing a 34 EMA on a 1 hour chart, but wanted an 15M MACD signal - I would take a 15M chart and run it all the way back to 06/2004 or however far Oanda data went. It worked like a charm. If you need a copy of the EA to check the script let me know and I'll post it.
Joined Oct 2006
Status: Friendly Neighborhood Programmer
Yep, can be done. The problem you might run into is when backtesting and/or looking at older charts.
If you're looking at an hour chart and one of the indicators is built using minute data, you might run into problems the further back in history you go. You'll still have hour data to display, but the minute data may not be populated in history.