You do not need to load the robot on all time frames. Load it on the main time frame but load bars on the other time frames by pressing the Home Key on your keyboard.
This robot uses higher time frames, so it needs data. But you should not load it on all the time frames.
And I used the Forex Strategy Builder to create the Robot, so if you are backtesting it on MetaTrader, you need to use Control Points as a method.