Let's try and look at this set of parameters line by line 1. Why are you calling QDialog here? That line of code creates a new QDialog object, but you do not save any pointer to it, so what is the reason for that?
QDialog(parent),
2. I assume that m_ui is declared as a pointer to a Ui::SettingsDialog which you will refer to somewhere later.
m\_ui(new Ui::SettingsDialog),
3. As with point 2 you create a new object whose pointer you store in m_status.
m\_status(new QLabel),
4. Possibly the same as 2 and 3 but I have no idea what m_TAB_Connect is. Is it a pointer, or a method?
m\_TAB\_Connect(new A\_BT\_TAB\_DIALOG),
5. Same as comment 4.
m\_intValidator(new QIntValidator(0, 4000000, this))
So without further details of the class it is impossible to say whether this is correct or not. Constructors really should do the minimal initialisation necessary to create the object, that is just setting properties that do not require callouts to other classes. Any calls to other constructors, methods, API functions etc. is generally best left to an initialisation method.