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Higher Timeframe

Data · Multi-Timeframe

Higher Timeframe node on the canvas

Resample bars to a higher timeframe. Output sits at the higher-TF cadence (one row per period). Feed it into an indicator and use the result in your chart-timeframe logic directly: it is stepped back onto your bars automatically, with no lookahead.

Higher Timeframe resamples your bars up to a larger timeframe — turning H1 bars into D1 bars, M15 into H4, and so on — right inside the graph. It's the foundation of multi-timeframe analysis: the discipline of taking your bias from a higher timeframe (where the dominant trend lives) and your entries from a lower one. With this block you can compute a daily moving average or weekly structure while still trading your H1 chart, all from a single Data Source.

How it works

Wire your lower-timeframe Bars in and pick a Target timeframe (which must be larger than the source). The block aggregates groups of source bars into higher-timeframe candles — each higher-TF open is the first child's open, the high/low are the extremes across the group, the close is the last child's close, and volume sums. The output sits at the higher-TF cadence: one row per completed period, not one per source bar. When a higher-TF result feeds your chart-timeframe logic, StrategyNodes steps it back onto your bars for you, with no lookahead: each bar sees the latest completed higher-TF value. You never place that step yourself.

The Mode setting is a no-lookahead safety switch. closed_only (the default) drops the still-forming trailing bar — so at any moment you only ever see completed higher-TF candles, which is the honest choice for backtesting. live includes the in-progress partial bar; it's fine for live visualisation but would leak future information in a backtest, so leave it on closed_only unless you specifically know you want the live view.

When to use it

Use Higher Timeframe whenever your strategy should respect a bigger-picture trend or level: a daily EMA bias on H1 entries, weekly support/resistance, a higher-TF Market Structure read. The pattern is two blocks — Higher Timeframe → indicator — and then you use the indicator like any other: compare it with price, feed it to the Tester. It resamples up and computes on the slow bars; the step back onto your fast bars, without cheating, happens automatically where the higher-TF result meets your chart-timeframe logic.

Example

A daily-trend filter on H1: take your <Primary> H1 Data Source, run its bars through Higher Timeframe set to D1 (closed_only), feed those daily bars into a 50-EMA, and wire the EMA into a Greater Than against the H1 close. Every H1 bar now compares against the latest completed daily-EMA value. Only take H1 longs while price is above it. Backtest in the Tester.

Tips & gotchas

  • closed_only for backtests — always. live includes the partial bar and leaks the future; only use it for live charts.
  • Output is at the higher-TF cadence — one row per period. The step back down to your bars is automatic; you do not add Align to Bars yourself (older strategies that already have one keep working unchanged).
  • Target must be larger than the source — you can't resample H4 down to M15.
  • Bias from above, entries from below — that's the whole point of multi-timeframe; don't enter on the slow signal directly.

Inputs

Socket Type What to wire in
Bars bars Source bars at the lower timeframe.

Outputs

Output Type Plots as Description
HTF Bars bars — Resampled bars at the chosen higher timeframe.

Parameters

Parameter Type Default What it does
Target timeframe choice (M5, M15, M30, H1, H4, D1, W1, MN1) D1 The higher timeframe to resample to (must be larger than the source).
Mode choice (closed_only, live) closed_only closed_only: drop the in-progress trailing bar — safe for backtests (no lookahead). live: include the partial current bar — only safe for live visualization.

Reference auto-generated from the block catalog · category Data.