Understanding one mechanic of Mt4 backtesting.

[ElGuapo]

I found a multitime frame indicator which I report in the attached files. 

This indicator shows me its values in 4 different timeframes (one of these ones is the one plotted on the chart).

This indicator seems to correctly work correctly on forward testing attaching it to a real time chart. However it does not work in backtesting and I found in the forum the explanation (https://www.mql5.com/en/forum/160159/page2).

I wonder how the attached indicator can work, for example. If we are at 21:23 on M1 chart, how this indicator is able to retrieve the M5 values for each M1 candle separately? I wonder if there a way to obtain these values on the backtest, for example at the close of the M1 candle at 21:23 I get the M5 value of the indicator in that time even if it is not totally completed. If not this mean that I need to backtest my EA only in forward testing?

Thank you!