I need assistance with adjusting a custom indicator.

I would like assistance with the analysis and debugging of an MQL5 indicator that I’ve modified on my own. During my tick-by-tick backtesting, I noticed significant discrepancies—such as the number of trade entries—between the backtest results and live market behavior.

My goal is to integrate this indicator into my existing Expert Advisor (EA) as an external iCustom indicator, providing buy and sell signals through dedicated buffers.

In my strategy, the EA trades based on confirmation signals derived from two instruments:

• Symbol A: the primary trading asset (e.g., WIN$N – mini Ibovespa futures), and
• Symbol B (External): a secondary confirmation asset (e.g., DJIA/USD index).

This custom indicator is responsible for analyzing Symbol B and outputting confirmation signals via buffers— (e.g. BufferBuy = 0, BufferSell = 1) —which my EA uses to trigger trades when all conditions align (i.e., if all signals point to a buy → execute a buy order).

Indicator Context:

The indicator is a custom implementation combining two technical indicators—ALMA and ADX—designed to analyze an external symbol (i.e., a different trading instrument than the one used for order execution).

• ALMA (Arnaud Legoux Moving Average):
  Reference: https://www.mql5.com/en/code/1175
• ADX (Average Directional Movement Index):
  Built-in MQL5 standard implementation.

My objective is for this indicator to perform efficiently during tick-by-tick backtests, while maintaining signal credibility and entry accuracy in live markets.

The indicator outputs:

• Buffer 0: Buy signal
• Buffer 1: Sell signal

My existing EA will read these buffers using iCustom() to identify entry points. A buy or sell signal should only be triggered when both ALMA and ADX confirm the same direction (buy or sell). In other words, the trade should only be initiated when both indicators align.

I require access to the open-source code to allow dynamic compilation with asset names used in my trading strategy.

External Symbol Consideration:

This indicator must load price data from an external symbol, such as the DJIA (e.g., UsaInd), which has different trading hours from the local market instrument (e.g., WIN$N — mini Ibovespa futures).
The data feed for this external symbol is already available and synchronized tick-by-tick in my MetaTrader environment.

The time frame to be used for analyzing the external symbol (Symbol B) will be defined through the configuration of my existing EA (image-01).

Usage Requirements:

The indicator must be compatible with:

• Live trading: Visual chart analysis should be displayed in a separate indicator window during live market conditions. Attached independently or via iCustom() within the EA, functioning in real-time with the market open.
• Backtesting: Full compatibility with tick-by-tick historical data, including correct loading and processing of the external symbol.