I found out Multicharts doesn't use all reserved bars for initial indicators calculations, it uses just a number of bars equivalent to the indicators period. The older bars are ignored.
We should find out the exact way both platforms handle this and apply the same logic in SQ to get the exact matching results.
https://roadmap.strategyquant.com/tasks/sq4_6600
https://roadmap.strategyquant.com/tasks/sq4_6963