Thanks for the bug report! I can confirm the problem - ATR indeed returns a wrong value when TimeFrame is > 1. It's a bug. I'll forward this to the developers. This will be fixed.

- Your method to emulate the MT4 atr is correct, but a little heavy. You need only 2 lines for replacing all time frames with function arguments:

Code:
var atr(int tf_minutes, int length)
{
   TimeFrame = tf_minutes/BarPeriod;
   var r = ATR(length);
   TimeFrame = 1;
   return r;
}


- Your method to set the Lookback period does not look right. Maybe there's some misconception. LookBack is the number of bars before the test period. For 150 days, it's 150*1440/BarPeriod.