Hi to all,
sorry i didn't post before, but this isue (reloading of indicators without executing them on periods that have loaded history) has been solved in some later MT4 release and it doesn't occure anymore.
Thanks to everybody who tried to help.
I know this is an old thread, but please allow me to add to help those who are still encountering the problem.
One cause of the issue is that the parameters of the indicator were entered incorrectly when the EA calls iCustom(). As of Build 670, this issue still exists. Make sure the arguments of iCustom are correct or else you will get this on strategy tester: