EA with nested Indicators

MetaTrader 5, Version: 5.00 build 1375, 15 Jul 2016

Hello, I have one Expert Advisor (EA) which loads 2 indicators. Indicator 1 is a moving average (IND_MA / top indicator) and Indicator 2 is a custom indicator (IND_CUSTOM / bottom indicator) which reads the information from the moving average indicator on every tick and output the values of IND_MA rounded to the third digit after the floating point, producing what you can see on the following image:

The EA needs the IND_CUSTOM for it's own functionality. So that's a requirement for it. It outputs the following on the Toolbox / Experts window:

My problem is that the EA works OK on the terminal but on the Strategy Tester (ST) the IND_CUSTOM doesn't get any value. as you can see on the following image:

I need the IND_CUSTOM gets the values on the ST, so I can do backtesting.

Below you have the code of the IND_CUSTOM and the EA. Please, try it on the terminal first to see how it works, then try it on the ST.

// File: ProblemIndicator.mq5

#property indicator_separate_window
#property indicator_buffers                             1
#property indicator_plots                               1
#property indicator_type1                               DRAW_LINE
#property indicator_color1                              clrBlue
#property indicator_style1                              STYLE_SOLID
#property indicator_width1                              1

input int handle_base;                                  // Handle of the base indicator
input int handle_base_buffer;                   // Buffer index of the base indicator

double buffer[];
double data_base[];

int OnInit() {

        be_aware_of_indicators_available();     // needed here at the beginning

        if (!is_valid_indicator_handle(handle_base)) {
                printf("The handle of the base indicator: %d, is invalid", handle_base);
                return -1;
        }

        ArraySetAsSeries(buffer, true);
        ArraySetAsSeries(data_base, true);

        IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 1);

        PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 0);
        SetIndexBuffer(0, buffer, INDICATOR_DATA);

        return 0;
}

int OnCalculate(const int rates_total,          // number of bars in history at the current tick
                                const int prev_calculated,      // number of bars calculated at previous call
                                const int begin, const double &price[]
        ) {
        int count = rates_total - prev_calculated;
        CopyBuffer(handle_base, handle_base_buffer, 0, count, data_base);

        for (int i = count - 1; i >= 0; i--)
                buffer[i] = MathRoundDecimals(data_base[i], 3);

        return rates_total;
}

void get_chart_indicators_handle(int &handles[]) {
        ArrayResize(handles, 0);
        int total = (int) ChartGetInteger(0, CHART_WINDOWS_TOTAL);
        for (int w = 0; w < total; w++) {
                for (int i = 0; i < ChartIndicatorsTotal(0, w); i++) {
                        string name = ChartIndicatorName(0, w, i);
                        ArrayResize(handles, ArraySize(handles) + 1);
                        handles[ArraySize(handles) - 1] = ChartIndicatorGet(0, w, name);
                }
        }
}

void be_aware_of_indicators_available() {
        int handles[];
        get_chart_indicators_handle(handles);
}

bool is_valid_indicator_handle(int handle) {
        ENUM_INDICATOR type;
        MqlParam parameters[];
        int result = IndicatorParameters(handle, type, parameters);
        if (MQL_TESTER && GetLastError() == ERR_FUNCTION_NOT_ALLOWED) // on ST "IndicatorParameters" is not allowed
                return true;
        else
                return (result != -1);
}

double MathRoundDecimals(double num, int decimals) {
        return MathRound(num * MathPow(10, decimals)) / MathPow(10, decimals);
}

// File: ProblemEA.mq5

int handle_1, handle_2;

int OnInit() {

        ChartSetInteger(0, CHART_SCALE, 3);
        ChartSetInteger(0, CHART_MODE, CHART_CANDLES);

        int i = 0;

        MqlParam params_1[4];
        params_1[0].type = TYPE_INT;
        params_1[0].integer_value = 20;
        params_1[1].type = TYPE_INT;
        params_1[1].integer_value = 0;
        params_1[2].type = TYPE_INT;
        params_1[2].integer_value = MODE_SMA;
        params_1[3].type = TYPE_INT;
        params_1[3].integer_value = PRICE_CLOSE;
        handle_1 = IndicatorCreate(_Symbol, PERIOD_CURRENT, IND_MA, ArraySize(params_1), params_1);
        ChartIndicatorAdd(0, i, handle_1);

        MqlParam params_2[3];
        params_2[0].type = TYPE_STRING;
        params_2[0].string_value = "ProblemIndicator";
        params_2[1].type = TYPE_INT;
        params_2[1].integer_value = handle_1;
        params_2[2].type = TYPE_INT;
        params_2[2].integer_value = 0; // buffer index to use
        handle_2 = IndicatorCreate(_Symbol, PERIOD_CURRENT, IND_CUSTOM, ArraySize(params_2), params_2);
        ChartIndicatorAdd(0, ++i, handle_2);

        return (INIT_SUCCEEDED);
}

void OnTick() {
        double last_1 = get_last_indicator_value(handle_1);
        double last_2 = get_last_indicator_value(handle_2);
        printf("values: %f %f", last_1, last_2);
}

double get_last_indicator_value(int handle) { // just first buffer
        double values[1];
        int result = CopyBuffer(handle, 0, TimeCurrent(), 1, values);
        return values[0];
}

Any question, please let me know.

Regards, Cyberglassed.