Cross-period custom indicator returning incorrect values during backtest

I have a custom indicator that works fine on a chart and in an EA when accessing the same timeframe it is being used on.

However when I try to access a PERIOD_W1 or PERIOD_MN1 value for this indicator it returns EMPTY_VALUE from the start of the backtest despite there being W1 data for that symbol that extends beyond the start of the backtest period.

The code is verbatim the MQL4 code here (http://codebase.mql4.com/source/1184) but with the array average on line 67 changed to be MODE_EMA.

I am assuming that the ATR code is correct as it's MetaQuotes's own code. I am calling it using the iCustom() method.

Is there any explanation for why this is returning EMPTY_VALUE when there is enough data for an average?

Regards

The backtester does not support multiple timeframes. It only works correctly on the selected time-frame.

You can work around that by creating offline charts in your EA. However if you are using standard timeframes for the offline charts, you have to run the backtester offline and the history stored fot the affected timeframes will be deleted.

It does support multiple timeframes to some extent; all of the built-in indicators like iATR will work correctly.

Do they really work correctly? Does the strategy tester generate current data for them or do they use whatever is available in the history file? If they use the data in the history file, then they are actually seeing the close of the higher time-frame bars before they close, and that will give misleading results.

In my system I only look at the value of the bar prior to the current one but I will mock up some code and check that for you.

No need to check anything for me. I can do that myself if I need to.

No problem.

I'll post my results up here anyway so the thread can serve as a reference for others.