You would need to attach the indicator for anyone to be able to help you. What you are describing can be caused by a poorly coded indicator or maybe another program deleting the chart objects or something else.
Can you share downloaded "CUSTOM INDICATOR" with us? Without knowing more about it I can not say anything.
IN MT4 I DID DOWNLOAD CUSTOM INDICATOR, COMPILE O.K., BUT WHEN I TRANSFER TO CHART, IT DOES NOT APPEAR. WHAT TO DO?