These are some key points of how the WTF series should work. These seemed to make the most sense to me, but I'm open to other ideas on how they should behave.

Expected:

1. The WTF signal should change as a multiple of the selected selected wider time frame.
Ex: choose WTF = "30 minutes" on a 1 minute series: you should see a new value at 1:00, 1:30, 2:00 etc every time, never at 1:10, 1:29, 1:45 etc.
(unless 1:00 to 1:09 is missing, then it will use 1:10).
Ex: choose WTF = "1 hour" on a 5 minute series: you should see a new value at 1:00, 2:00, 3:00 etc every time, never at 1:05, 1:30, 2:55 etc.
For Week, it's synced to Friday 00:00 (midnight); there's no way to figure out when your last 5 minute bar for the week is, so this is a compromise.
This should also solve in case you have lost a couple of bars of data, or going across weekend and holidays. I think it also solves matching FSB backtesting signals to sync with FST signals regardless of whenever you happen to log in, or whenever your data starts, so watch for if that does not happen.

2. Force always use previous WTF value.
Since there is no Bar Closing on the higher time frame, they should all be forced to use the previous or closed WTF value. This way, the WTF value can signal all the lower time frame bars that follow. I think this will prevent a lot of redrawing and FSB-FST mismatching problems.
Ex: Moving Average Open Slot: Enter the market at the Moving Average: the previous WTF value will be the entry point.
-- 5 Minute data, WTF = 1 hour: if your current bar is at 3:15, the entry price is the WTF MA value from 2:00 to 2:55, not the line you see from 3:00 to 3:55

Ex: Moving Average Open Filter: The Moving Average Rises: the previous 2 WTF values will be evaluated.
-- 5 Minute data, WTF = 1 hour: if your current bar is at 3:15, rising is based the WTF MA values 1:00 to 1:55 and 2:00 to 2:55, not the line you see from 3:00 to 3:55

3. If the selected Wider Time Frame is larger than the Data Period, the indicator will not be added to the chart.
Ex: 4 hour data, WTF = 15 minutes: the indicator will not give any Enter or Exit signals. If you open the chart to view, you will not see the Moving Average (WTF Beta1) component or info.
It didn't make sense to me to allow a "Lower Time Frame" to the chart. Also, there was unfortunately no way to pop up a message to alert the user or blanking out the options from the drawdown without it interfering with Loading Custom Indicators and the Generator. Making it fail silently was the compromise.

4. "The bar opens above the indicator after opening below it" -- compares 2 lower time frame bars, not all the lower time frame bars in the wider time frame period.
Ex: 1 minute data, WTF = 1 hour:  60 bars make up the WTF period, and it uses any pair of 2 of them that are consecutive, like 2:36 and 2:37. 
I think the HTF series used the HTF price values against the HTF indicator. But then you'd have to wait for multiples HTF values, so if your HTF = 4 hours, means you'd have to 4, 8, or 12 hours.

This is a great initiative because I believe that multi time frame startegies are more reliable than on one time frame. They are indicators that you cannot play with the parameters to extend the length for a calculation that would be similar to a result for a higher timeframe.

I'll follow this thead and do some tests of your modifications.

Smoke Verification Passed: Matching WTF value against higher data set.

Method:
- EURUSD, 5 minute chart, add Moving Average WTF (Simple, Close, n=12), WTF = 1 hour
- EURUSD, 1 hour chart, add Moving Average (Simple, Close, n=12)

Results: 5 min MA WTF values for a given hour (eg, 2/25 1:00 - 1:55) match 1 hour MA values (eg, 2/25 1:00)

MA WTF: Acceptance Verification: Match FST and FSB entries

EU - MA WTF as Open slot
- FSB showed 2 entries not in FST
- edited FSB instrument to be 5 digits, cleared one issue
- 2nd FSB entry not in FST -- low exactly on MA Open price, assume slippage

GU - MA WTF as Open Filter
- FSB shows several consecutive entries, not in FST, but mostly match general time
- throw out results, strategy set to "Bar Closing" only, may be too fast to expect live trading order execution to keep up

MA WTF: Acceptance Verification: Match FST and FSB entries (3) - Exits

EU - MA WTF as Close slot (Exit the market at the Moving Average)
- no trades entered, have to redo

GU - MA WTF as Close Filter (The bar closes below the Moving Average)
- FSB and FST closes match

Attached is a few more indicators to try out. WTF_beta1_pack includes:
WTF Accelerator Oscillator
WTF Detrended Oscillator
WTF Laguerre
WTF Linear Regression Slope
WTF On Balance Volume
WTF RegressionSquared

If you find unexpected behavior or mismatched trades, please post a note so I'll know to fix it. If anyone has a favorite indicator, let me know, I can make a WTF version for you.

> * 3/22 -- removed beta 1 -- please scroll to end to get latest beta pack * <

Great work, Krog! If it's not too much fuss, I'd love to use a WTF Stoch indi.

Thank you very much! If I find something alarming, I'll go mental! 

Oh no, one bug in Stochastics WTF beta 2 -- for the info display on the chart. Not significant, but I've caught it. If you don't want to wait for next batch and want to fix on your copy:
- go to line 507:  "WTF=" + IndParam.ListParam[1].Text + ")";   in the ToString() method
- change [1] to [4]:    "WTF=" + IndParam.ListParam[4].Text + ")";
- save file
- reload custom indicators

yes, ADX indicator is not working properly

Thanks for your work 
I am using the Accelerator Oscillator on a live test on a cent account for the week and the live trades and the trades in FSB are right on! Good Job. The strategy got hammered by the NFP release today but the trades match.

Hello Krog:

Error ADX (WTF beta2) is in the menu item "check the custom indicators" ERROR: indicator test failed for the ADX indicator. Error when calculating with a NumParams set to their minimal values. Index was outside the bounds of the array.

In the generator option ERROR: index was outside the bounds of the array
Slot type:Open filter.
Indicator: ADX(WTF beta 2)*(Weigted, Bar range, 1, 1Hour)

If the problems is fix, please upload the indicator.

Thanks, Jaime.