Massive deviations between backtests in SQX and Multicharts with certain SQ functions

I attached several strategies mined on 1H and 60M time intervals, that yield completely different backtest results between StrategyQuant X and Multicharts. The reason I believe is failing handling of different indicator time spans in the SQ-specific Multichart functions (function names starting with SQ_...) - it seems some indicators are referring to daily values, while the general timeframe of the backtest is 1H (one bar = one hour). However, every function seems to be fed with barcounts, that sometimes are interpreted as one bar = one day instead, which of course cannot work at all. I only have limited programming skills, so my interpretation might not be fully correct, but I suspect it at least goes into the right direction. Another piece of evidence for this is, that these algos are yielding correct backtest results, when applied to a daily timeframe symbol in the Multicharts backtest - suddenly everything matches in that case.

Since the related  SQ-functions are completely useless in Multicharts as long as this problem exists, I strongly request this to be fixed urgently.