So a possible solution:

When I start the "trader.c" script (BarPeriod = 1), in it's INITRUN it executes another script, let's call it "loader.c":
The "loader.c" (BarPeriod = 60*4) does nothing else but downloads/saves the H4 bars to datasets. It should read a parameter somehow from the "trader.c", because it should work the same way as I run the "trader.c" as Test mode (via an old StartDate), as with Trade mode. So it reads the mode and the StartDate, it goes through the LOOKBACK period, then saves the datas of assets, then imediately just quit(), giving back the processor to the "trader.c" script.
Then the "trader.c" script loads the assets' H4 datas to vars, then uses it to the Testing or the Trading session. And of course, the whole process mentioned above is just for start the testing/trading - after start, the "trader.c" script should take care of updating the H4 vars in the future, everytime a new H4 bar arrives.

And this is the only way I can use exactly the X amount of H4, and X amount of M1, with avoiding the unnecessary bar loadings.

Petra, did you mean this process, or am I overcomplicating the whole thing?