Multi Timeframe Candles

Multi Timeframe Candles is a custom ATAS chart overlay that renders parallel footprint columns for up to three minute-based timeframes, plus an optional fourth column built from a custom daily session window (start/end time with optional time shift).

Each column shows the current (or selected) higher-timeframe period as an OHLC candle with a price-level footprint. Available data per level:

• Bid, ask, volume, delta, ticks, and related display modes
• Mini volume profile with POC / value-area logic (volume POC, VAH, VAL with configurable percentage)
• Imbalance and stacked-imbalance highlights
• Optional auction (finished/unfinished) and single-print markers
• Bar timer

Together, these help traders read structure, liquidity, and timing on one chart without flipping timeframes.

The indicator is intended for order-flow and session-style analysis. Use requires accepting an in-settings disclaimer (indicator stays hidden until accepted).

Key Features

Side-by-side MTF columns — enable/disable each column; minutes per TF; optional session column (HH:mm window, label, session time shift).

Footprint per price level — display modes: volume, bid×ask, delta, trades, volume+delta, bid/ask columns, centered delta; color mode (delta / volume / bid-ask) and optional cell heatmap with multiple gradient schemes and gamma/alpha tuning.

Value area & POC — volume POC/VAH/VAL; lines-only mode for cleaner charts; value area % for profile; optional profile bars with inside-VA coloring and POC highlight in profile.

Last X Bars mode — shows the last N closed bars of a selected TF side by side (vs. standard one-candle-per-column).

Imbalances — ratio, width, side; stacked imbalance with minimum levels and width.

Bar timer — countdown / progress styling, warning seconds, colors; helps timing near period close.

Auction & single-print markers — configurable visibility and colors/sizes.

Layout — panel left or right, column width/gap, offsets, fonts, max price levels, volume profile width/side, optional min volume filter on display.

How It Works

The indicator aggregates the chart's trade/tick data into higher-timeframe candles according to each column's minute setting or session rules, with optional global and session-specific time shifts so period boundaries match the session or exchange time.

For each aggregated period it builds per-price levels with bid, ask, volume, ticks, and derives delta and POC/value-area from the volume profile. It draws that structure as a footprint grid next to a compact OHLC candle, optional horizontal volume profile, and overlays (imbalance, auctions, single prints).

The bar timer uses market time to show time remaining in the active higher-TF period. The result is a single-chart, multi-timeframe read of where liquidity traded, how delta and aggression behaved, and whether value/auction structure supports the trader's analysis — interpreted visually by the trader.

Customization

Extensive parameters are grouped in the property grid. Users can adjust:

• Timeframes — which TFs appear, minutes per TF, session window, time shifts
• Footprint — display mode, heatmap, value area %, lines-only vs. full footprint
• Imbalances — thresholds and stacked imbalance settings
• Profile — geometry, width, side
• Bar timer — look, warning threshold
• Auctions & single prints — visibility and colors
• Layout — panel side, column width/gap, dimensions, fonts, colors

Use Case Examples

Intraday + context — chart M1 execution while columns show M5 / M15 / 60 footprint to review HTF POC/VA before scalping at LTF levels.

Session trading — use the custom session column for RTH or a prop session to see volume POC/VAH/VAL for that window next to faster TFs.

Bar close discipline — use bar timer + Last X Bars to compare recent closed HTF periods and time entries before/after period flips.

Order-flow confirmation — switch footprint to delta or bid×ask and use imbalance / stacked imbalance to observe aggression across multiple TFs.

Cleaner chart — enable value-area lines only (and optional profile bars) when POC/VAH/VAL is needed without full footprint noise.

Auction / absorption — toggle finished vs. unfinished auction markers and single prints to read rejection vs. acceptance at extremes.