DMI Multi-Time Frame Indicator

Thanks for providing all of the details required for the solution. And the fact that you provided your own functioning example allows me to complete this solution in within the brief 15 minutes I allocated to each free solution I provide in this forum.

For those looking for an advanced MTF MACD indicator and strategy for back-testing. I have published one which covers three time frames. You will find that located here on our website:

https://www.hahn-tech.com/thinkorswim-strategy-guide-mtf/

And I also published an article showing how to build a MTF MACD custom scan:

https://www.hahn-tech.com/thinkorswim-mtf-macd-scan/

Here is the code for MTF DMI dots. Screenshot below shows how this looks on the chart:

declare lower;
input timeFrameOne = AggregationPeriod.FIFTEEN_MIN;
input length = 14;
input averageType = AverageType.WILDERS;
def hiDiff = high(period = timeFrameOne) - high(period = timeFrameOne)[1];
def loDiff = low(period = timeFrameOne)[1] - low(period = timeFrameOne);
def plusDM = if hiDiff > loDiff and hiDiff > 0 then hiDiff else 0;
def minusDM = if loDiff > hiDiff and loDiff > 0 then loDiff else 0;
def atrValue = MovingAverage(averageType, TrueRange(high(period = timeFrameOne), close(period = timeFrameOne), low(period = timeFrameOne)), length);
def diPlus = 100 * MovingAverage(averageType, plusDM, length) / atrValue;
def diMinus = 100 * MovingAverage(averageType, minusDM, length) / atrValue;
plot rowOne = if !IsNaN(close) then 0 else Double.NaN;
rowOne.SetPaintingStrategy(PaintingStrategy.POINTS);
rowOne.AssignValueColor(if diPlus > diMinus then Color.GREEN else Color.RED);
rowOne.SetLineWeight(3);