[{"data":1,"prerenderedAt":5187},["ShallowReactive",2],{"indicators:core-concepts/multi-timeframe":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":11,"tree":12},"core-concepts/multi-timeframe","core-concepts/multi-timeframe.md",{"title":7,"description":8,"order":9,"section":10},"Multi-timeframe","Read higher timeframes from any Indicator: on the chart, a bucket fold on time.bar_open_sec that confirms a candle only after it closes; on your machine, an…",20,"core-concepts","---\ntitle: \"Multi-timeframe\"\ndescription: \"Read higher timeframes from any Indicator: on the chart, a bucket fold on time.bar_open_sec that confirms a candle only after it closes; on your machine, an…\"\norder: 20\nsection: \"core-concepts\"\n---\n\n\u003C!-- source: docs/indicators/core-concepts/multi-timeframe.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit -->\n\n# Multi-timeframe\n\nRead higher timeframes from any Indicator: on the chart, a bucket fold on\n`time.bar_open_sec` that confirms a candle only after it closes; on your\nmachine, an `interval` pin that reads a real coarser feed as of its close.\nRolling buckets, calendar buckets (day, Monday week, month, quarter, year),\nconfirmed and developing values, and the offset-N form all fall out of the\nsame integer math. kScript (legacy) covered this with `htf()`, `ltf()`, and\n`request()`; the first two Indicator forms replace `htf()` and the coarser\n`request()`, and `ltf()` has no counterpart yet.\n\n## Introduction\n\nAn Indicator is not locked to its chart's timeframe. From a 1h chart you\ncan read the 4h trend, pull a daily level, or reset a sum on the Monday\nopen. Two forms cover it:\n\n- **The bucket fold** (any host): bucket bars by their open time, keep the\n running bucket's values, and fold a bucket into the higher-timeframe\n statistic only when the next bucket's first bar arrives. This is\n `htf(source, timeframe)` written out, and it is what every input on the\n chart uses, since the chart reads its own interval for every input.\n- **The `interval` pin** (your machine): `input(\"h4\", ohlcv.close, {\n interval: \"4h\" })` reads a real 4h feed, and the host contributes each\n 4h candle only as of its close. This is `request(symbol, \"4h\")` with the\n no-repaint discipline built into the data path.\n\nThe headline property is what neither form does: it never repaints.\n\n## The bucket fold is confirmed by default\n\nIn most charting languages a higher-timeframe lookup is a repaint trap: you\nask for the 4h close on a 1h chart and, while the 4h candle is still\nforming, get its live, not-yet-final value. Your signal looks perfect in\nbacktest and fires a bar early in production, because history got a value\nthe live chart never had.\n\nThe fold closes that trap. The 4h reading on any 1h bar uses only the 4h\ncandles that had already closed by that bar: the module remembers the last\nclose it saw in the current bucket, and when a bar from the NEXT bucket\narrives it folds that remembered close into the 4h statistic. The value you\nsee in history is the value the module saw live. The 4h regime filter from\nthe kScript page, on any chart interval:\n\n```typescript\nimport { input, line, none, ohlcv, output, overlay, param, shape, time } from \"./sdk/declare\";\nimport { in_bar_t, in_close, in_high, in_low } from \"./gen/inputs\";\nimport { emitRow, out_bull_dot, out_h4_close, out_h4_ema, out_is_bearish, out_is_bullish, out_regime, out_bear_dot } from \"./gen/outputs\";\nimport { p_ema_len } from \"./gen/params\";\nimport { Ema } from \"./sdk/ta\";\n\nparam(\"ema_len\", 20, { min: 2, max: 200, description: \"EMA length in 4h candles\" });\ninput(\"close\", ohlcv.close);\ninput(\"high\", ohlcv.high);\ninput(\"low\", ohlcv.low);\ninput(\"bar_t\", time.bar_open_sec);\noutput(\"h4_close\", line, overlay, { color: \"#7c3aed\", width: 1, description: \"Confirmed 4h close\" });\noutput(\"h4_ema\", line, overlay, { color: \"#2563eb\", width: 2, description: \"EMA of confirmed 4h closes: the trend baseline\" });\noutput(\"regime\", none, overlay, { description: \"1 when the confirmed 4h close is above its 4h EMA, 0 otherwise\" });\noutput(\"bull_dot\", shape, overlay, { color: \"#16a34a\", shape_where: \"is_bullish\", description: \"Bullish 4h regime\" });\noutput(\"bear_dot\", shape, overlay, { color: \"#dc2626\", shape_where: \"is_bearish\", description: \"Bearish 4h regime\" });\noutput(\"is_bullish\", none);\noutput(\"is_bearish\", none);\n\nconst H4: f64 = 14400.0; // 4h in seconds; buckets are floored from the epoch, like a rolling \"4h\" token\nlet ema = new Ema(20);\nlet bucket: f64 = NaN;\nlet bucketClose: f64 = NaN; // the running bucket's latest close\nlet h4Close: f64 = NaN; // the last CLOSED bucket's close\nlet h4Ema: f64 = NaN;\nlet high: f64 = NaN;\nlet low: f64 = NaN;\nlet regime: f64 = 0.0;\n\nexport function init(): void {\n ema = new Ema(i32(p_ema_len()));\n}\n\nexport function state(): i32 {\n const close = in_close();\n high = in_high();\n low = in_low();\n const b = Math.floor(in_bar_t() / H4);\n if (b != bucket) {\n // The bucket changed: what we remembered is a CLOSED 4h candle. Fold it now, never earlier.\n if (!isNaN(bucketClose)) {\n h4Close = bucketClose;\n h4Ema = ema.update(bucketClose);\n }\n bucket = b;\n }\n bucketClose = close;\n regime = isNaN(h4Ema) ? 0.0 : h4Close > h4Ema ? 1.0 : 0.0;\n return isNaN(h4Ema) ? 0 : 1;\n}\n\nexport function finalize(): void {\n out_h4_close(h4Close);\n out_h4_ema(h4Ema);\n out_regime(regime);\n out_bull_dot(low);\n out_bear_dot(high);\n out_is_bullish(regime == 1.0 ? 1.0 : 0.0);\n out_is_bearish(regime == 0.0 ? 1.0 : 0.0);\n emitRow();\n}\n\nexport function reset(): void {\n ema.reset();\n bucket = NaN;\n bucketClose = NaN;\n h4Close = NaN;\n h4Ema = NaN;\n high = NaN;\n low = NaN;\n regime = 0.0;\n}\n```\n\nThe 4h EMA only steps when a 4h candle closes, so it draws as a staircase\nacross four 1h bars. That flat-then-step shape is the visual signature of a\ncorrect, confirmed higher timeframe (`repainting.md`). The fold works on\nany chart interval that divides the bucket: a 15m chart contributes sixteen\nbars per bucket, a 1h chart four, and a 4h chart one (the fold then\nconfirms each bar on the next).\n\n### When you do want the live value\n\nSometimes you genuinely want the forming bucket, for example a live 4h\nclose ticking inside the current period. In a fold that value is already in\nyour hands: it is `bucketClose`, the running variable. Write it to an\noutput of its own, label it as developing, and never build a signal on it:\ndeveloping values change as the bucket fills, so a cross built on them will\nnot reproduce. Confirmed is what you get by reading the folded variable\ninstead.\n\n### Offset N: the bucket before that\n\nkScript's `offset: 1` read the completed period before the most recent\none. In a fold that is a small ring of closed-bucket values: keep the last\nfew `h4Close` values in a `StaticArray\u003Cf64>` you rotate at each bucket\nchange, and read entry `1` for one bucket back. The ring is the history\nkScript kept for you (`core-variables.md`).\n\n## Timeframe tokens: rolling versus calendar\n\nkScript's timeframe strings came in two flavours, and the difference was\nwhere the bucket boundaries fell. Both are one line of integer math over\nthe bar's open time in epoch seconds:\n\n**Rolling buckets** are `N` seconds wide, floored from the Unix epoch:\n`Math.floor(bar_t / N)`. `\"4h\"` is `N = 14400`, `\"1d\"` is `N = 86400`\n(and its buckets start at 00:00 UTC purely because that is where epoch days\nfall), `\"7d\"` is `N = 604800`, whose week boundaries land on Thursdays.\n\n**Calendar buckets** anchor to real UTC calendar boundaries:\n\n| Token | Bucket index | UTC anchor |\n| --- | --- | --- |\n| `\"1D\"` | `dayIndex = floor(bar_t / 86400)` | `00:00` |\n| `\"1W\"` | `floor((dayIndex + 3) / 7)` | **Monday** `00:00` (epoch day 0 was a Thursday; `+ 3` shifts the week start) |\n| `\"1M\"` | `civilYear * 12 + civilMonth` | the first of the month |\n| `\"1Q\"` | `civilYear * 4 + (civilMonth - 1) / 3` | Jan / Apr / Jul / Oct 1 |\n| `\"1Y\"` | `civilYear` | Jan 1 |\n\n`civilYear` and `civilMonth` come from the days-to-civil function in\n`time-and-sessions.md`. A Monday-anchored `\"1W\"` and a rolling `\"7d\"`\nproduce **different** closes over the same chart, because their week\nboundaries fall on different days; write the one you mean. Multi-count\ncalendar tokens (`\"2W\"`, `\"3M\"`) are just a different index (`weekIndex /\n2`), so there is nothing to reject.\n\nThe cookbook's anchored VWAP and key levels are day and Monday-week folds;\nthe regime filter above is a rolling 4h fold.\n\n## The `interval` pin: a real coarser feed, on your machine\n\nOn your machine the second form is available, and it is the one that also\nreaches **another symbol**: an input pinned to a market and a coarser\ninterval reads that feed natively, and the host step-projects it onto the\nprimary grid as of each candle's close.\n\n```typescript\nimport { input, line, lower, ohlcv, output, overlay } from \"./sdk/declare\";\nimport { in_close, in_daily, in_eth_4h } from \"./gen/inputs\";\nimport { emitRow, out_daily, out_eth_4h, out_ratio_to_daily } from \"./gen/outputs\";\n\n// The primary: the selector's own market and interval.\ninput(\"close\", ohlcv.close);\n// A coarser interval of the same market: each daily candle arrives as of its close.\ninput(\"daily\", ohlcv.close, { interval: \"1d\", description: \"Prior daily close, as of close\" });\n// Another symbol at a coarser interval: the request() form, pinned by symbol and exchange together.\ninput(\"eth_4h\", ohlcv.close, { symbol: \"ETHUSDT\", exchange: \"BINANCE_FUTURES\", interval: \"4h\", description: \"ETH 4h close, as of close\" });\noutput(\"daily\", line, overlay, { color: \"#f59e0b\", description: \"Daily close, stepping once per day\" });\noutput(\"eth_4h\", line, lower, { color: \"#7c3aed\", description: \"ETH 4h close\" });\noutput(\"ratio_to_daily\", line, lower, { color: \"#2563eb\", unit: \"%\", description: \"This bar's close relative to the last daily close\" });\n\nlet close: f64 = NaN;\nlet daily: f64 = NaN;\nlet eth: f64 = NaN;\n\nexport function init(): void {}\n\nexport function state(): i32 {\n close = in_close();\n daily = in_daily();\n eth = in_eth_4h();\n return isNaN(daily) || isNaN(eth) ? 0 : 1;\n}\n\nexport function finalize(): void {\n out_daily(daily);\n out_eth_4h(eth);\n out_ratio_to_daily(daily == 0.0 ? NaN : ((close - daily) / daily) * 100.0);\n emitRow();\n}\n\nexport function reset(): void {\n close = NaN;\n daily = NaN;\n eth = NaN;\n}\n```\n\nInstall it and read it on any market; the pinned inputs keep reading ETH\nand the daily feed while the primary follows `--symbol`:\n\n```bash\nom wrun install ./mtf-pinned --replace\nom metric series --metric wrun/@you/mtf-pinned/ratio_to_daily --symbol BTCUSDT --exchange BINANCE_FUTURES --interval 1h --bars 72\n```\n\nWhat a coarse pin costs: the fetch widens by two source intervals, and the\nvalue steps once per source candle. A sparse coarse observation carries the\nlatest CLOSED observation forward; equal-or-finer sources align by bar\nopen, row for row. The interval vocabulary is `1m`, `5m`, `15m`, `30m`,\n`1h`, `4h`, `1d`, `1w` (`FOUR_HOURS` and the other long names are accepted\ntoo).\n\n**Not in Indicators yet.** The chart does not honor `symbol`, `exchange`,\nor `interval` pins: on the chart every input reads the chart's own market\nand interval, so the file above computes the daily and ETH inputs from the\nchart's own candles. A package that pins is a package for your machine\n(`om wrun install`, then `om metric series` or a watch condition); on the\nchart, use the bucket fold.\n\n## Lower timeframes\n\n**Not in Indicators yet.** kScript's `ltf(interval)` attached the finer bars\ninside each chart bar as cells. There is no lower-timeframe celled class:\nthe celled classes slice the same bar by price (`volume_profile`), level\n(`book`), or live print (`tape`, daemon only; `data-sources.md`). Intrabar detail that a\nfootprint expresses (buy versus sell volume at each price, the point of\ncontrol) is available through `volume_profile`; a finer-bar OHLC breakdown\nof a chart bar is not.\n\n## What the fold can see\n\nA fold is computed from the bars the host loaded: a bucket already running\nwhen the loaded history starts is incomplete, so keep its statistic `NaN`\nuntil the first boundary passes (the cookbook's anchored VWAP does this).\nOn your machine an `interval` pin fetches its own window at the source's\ninterval, so a daily level resolves on a 1m grid without loading a day of\nminutes.\n\n## Boundaries\n\nAn `interval` finer than the primary is accepted by the schema and resolved\nat evaluation; a coarser pin on a non-primary `metric` composition source is\nrefused by name at the sheet, since the inner value would be read before its\nbar closed. On the chart a pin is not an error, it is ignored, and a hosted\nalert on a pinned package says so (`This Indicator is pinned to a different\ninterval than the chart.`). Test a new fold by writing its bucket index to a\ndata-only output and reading it back with `om metric series`.\n",{"type":13,"children":14,"data":5180,"position":5182},"root",[15,25,28,29,203,204,223,224,238,239,392,393,408,409,425,426,441,442,458,459,2328,2329,2364,2365,2383,2384,2418,2419,2436,2437,2544,2545,2561,2562,2577,2578,2751,2752,2781,2783,3236,3237,3411,3412,3427,3428,3460,3461,3497,3498,4411,4412,4445,4446,4550,4551,4723,4724,4846,4847,4862,4863,5002,5003,5019,5020,5074,5075,5091,5092],{"type":16,"value":17,"position":18},"comment"," source: docs/indicators/core-concepts/multi-timeframe.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit ",{"start":19,"end":22},{"line":20,"column":20,"offset":21},1,0,{"line":20,"column":23,"offset":24},136,135,{"type":26,"value":27},"text","\n",{"type":26,"value":27},{"type":30,"tagName":31,"properties":32,"children":33,"position":200},"element","p",{},[34,43,56,64,77,85,98,105,118,125,138,145,157,163,174,181,193],{"type":26,"value":35,"position":36},"Read higher timeframes from any Indicator: on the chart, a bucket fold on\n",{"start":37,"end":40},{"line":38,"column":20,"offset":39},5,156,{"line":41,"column":20,"offset":42},6,230,{"type":30,"tagName":44,"properties":45,"children":46,"position":53},"code",{},[47],{"type":26,"value":48,"position":49},"time.bar_open_sec",{"start":50,"end":51},{"line":41,"column":20,"offset":42},{"line":41,"column":9,"offset":52},249,{"start":54,"end":55},{"line":41,"column":20,"offset":42},{"line":41,"column":9,"offset":52},{"type":26,"value":57,"position":58}," that confirms a candle only after it closes; on your\nmachine, an ",{"start":59,"end":60},{"line":41,"column":9,"offset":52},{"line":61,"column":62,"offset":63},7,13,315,{"type":30,"tagName":44,"properties":65,"children":66,"position":74},{},[67],{"type":26,"value":68,"position":69},"interval",{"start":70,"end":71},{"line":61,"column":62,"offset":63},{"line":61,"column":72,"offset":73},23,325,{"start":75,"end":76},{"line":61,"column":62,"offset":63},{"line":61,"column":72,"offset":73},{"type":26,"value":78,"position":79}," pin that reads a real coarser feed as of its close.\nRolling buckets, calendar buckets (day, Monday week, month, quarter, year),\nconfirmed and developing values, and the offset-N form all fall out of the\nsame integer math. kScript (legacy) covered this with ",{"start":80,"end":81},{"line":61,"column":72,"offset":73},{"line":82,"column":83,"offset":84},10,55,583,{"type":30,"tagName":44,"properties":86,"children":87,"position":95},{},[88],{"type":26,"value":89,"position":90},"htf()",{"start":91,"end":92},{"line":82,"column":83,"offset":84},{"line":82,"column":93,"offset":94},62,590,{"start":96,"end":97},{"line":82,"column":83,"offset":84},{"line":82,"column":93,"offset":94},{"type":26,"value":99,"position":100},", ",{"start":101,"end":102},{"line":82,"column":93,"offset":94},{"line":82,"column":103,"offset":104},64,592,{"type":30,"tagName":44,"properties":106,"children":107,"position":115},{},[108],{"type":26,"value":109,"position":110},"ltf()",{"start":111,"end":112},{"line":82,"column":103,"offset":104},{"line":82,"column":113,"offset":114},71,599,{"start":116,"end":117},{"line":82,"column":103,"offset":104},{"line":82,"column":113,"offset":114},{"type":26,"value":119,"position":120},", and\n",{"start":121,"end":122},{"line":82,"column":113,"offset":114},{"line":123,"column":20,"offset":124},11,605,{"type":30,"tagName":44,"properties":126,"children":127,"position":135},{},[128],{"type":26,"value":129,"position":130},"request()",{"start":131,"end":132},{"line":123,"column":20,"offset":124},{"line":123,"column":133,"offset":134},12,616,{"start":136,"end":137},{"line":123,"column":20,"offset":124},{"line":123,"column":133,"offset":134},{"type":26,"value":139,"position":140},"; the first two Indicator forms replace ",{"start":141,"end":142},{"line":123,"column":133,"offset":134},{"line":123,"column":143,"offset":144},52,656,{"type":30,"tagName":44,"properties":146,"children":147,"position":154},{},[148],{"type":26,"value":89,"position":149},{"start":150,"end":151},{"line":123,"column":143,"offset":144},{"line":123,"column":152,"offset":153},59,663,{"start":155,"end":156},{"line":123,"column":143,"offset":144},{"line":123,"column":152,"offset":153},{"type":26,"value":158,"position":159}," and the coarser\n",{"start":160,"end":161},{"line":123,"column":152,"offset":153},{"line":133,"column":20,"offset":162},680,{"type":30,"tagName":44,"properties":164,"children":165,"position":171},{},[166],{"type":26,"value":129,"position":167},{"start":168,"end":169},{"line":133,"column":20,"offset":162},{"line":133,"column":133,"offset":170},691,{"start":172,"end":173},{"line":133,"column":20,"offset":162},{"line":133,"column":133,"offset":170},{"type":26,"value":175,"position":176},", and ",{"start":177,"end":178},{"line":133,"column":133,"offset":170},{"line":133,"column":179,"offset":180},18,697,{"type":30,"tagName":44,"properties":182,"children":183,"position":190},{},[184],{"type":26,"value":109,"position":185},{"start":186,"end":187},{"line":133,"column":179,"offset":180},{"line":133,"column":188,"offset":189},25,704,{"start":191,"end":192},{"line":133,"column":179,"offset":180},{"line":133,"column":188,"offset":189},{"type":26,"value":194,"position":195}," has no counterpart yet.",{"start":196,"end":197},{"line":133,"column":188,"offset":189},{"line":133,"column":198,"offset":199},49,728,{"start":201,"end":202},{"line":38,"column":20,"offset":39},{"line":133,"column":198,"offset":199},{"type":26,"value":27},{"type":30,"tagName":205,"properties":206,"children":208,"position":219},"h2",{"id":207},"introduction",[209],{"type":26,"value":210,"position":211},"Introduction",{"start":212,"end":216},{"line":213,"column":214,"offset":215},14,4,733,{"line":213,"column":217,"offset":218},16,745,{"start":220,"end":222},{"line":213,"column":20,"offset":221},730,{"line":213,"column":217,"offset":218},{"type":26,"value":27},{"type":30,"tagName":31,"properties":225,"children":226,"position":235},{},[227],{"type":26,"value":228,"position":229},"An Indicator is not locked to its chart's timeframe. From a 1h chart you\ncan read the 4h trend, pull a daily level, or reset a sum on the Monday\nopen. 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