I have deepened my studies and I realized that some indicators are more susceptible to the small variations caused by the otc market. For example, the broker's management of weekend candles affects the atr in a significant way. However, even if it's a little rough, I'm using this method to test the robustness of my scripts and I have to say that by making small changes the scripts become less susceptible to changes (for example by applying indicator smoothing)
I also noticed a big difference between the currency data and the index data provided by differents brokers.
Finally it is impressive note how weakly the z12 script is susceptible to data variations