Hey Ossaio,
the reason why data is not placed in the following:
Normally we do not want to have the same period data for all time frames(for example 5 years). Why?
When you use 5 years of data that is totally different on the different time frames. This means that you will have more than 30k bars on H1 and on M15 you will have around 100k. With M1 it will be a couple of hundred thousand bars.
It does not make sense to use 5 years of data for all time frames just because that is a huge difference in the number of bars.