Multiple Time Frame (MTF) Ichimoku

I moved your post out of the Stock Scanners topic and into the Chart Studies topic since you are actually asking for a chart study and not a scan.

I also updated the title of the question to make it easier for other viewers to find this post using the search function.

It is my opinion that MTF Ichimoku has very little usefulness. Consider a daily Ichimoku plotted on a 5 min candle. The Chikou plots 26 days to the left, the end of the cloud plots 26 days to the right. How many 5 min candles in a day? 78.

So you would need to have 78 x 26 = 2,028 bars in the right-side expansion area to view the last portion of the cloud. Likewise, if you wanted to check if the Chikou was above or below the price action, that is 26 days back. On a 5 min chart that means the daily Chikou is 2,028 bars to the left. Combine those together and in order to view all of the crucial elements of the daily Ichimoku on a 5 min chart.... requires that you zoom out until there are 4,056 bars in view on the chart.

Now, doesn't that sound completely absurd?

Despite my feelings on this matter I will provide the code to compute the Ichimoku for any of the time frames supported by secondary aggregation periods. The very first user input is named "timeFrame" and can be used to adjust the higher time frame when you apply this study to a chart. I tested it using a Daily higher time frame while the chart was set to 1 hour and then I checked it again on a 5 min chart time frame.

input timeFrame = AggregationPeriod.DAY;
input tenkanPeriod = 9;
input kijunPeriod = 26;
plot tenkan = (Highest(high(period = timeFrame), tenkanPeriod) + Lowest(low(period = timeFrame), tenkanPeriod)) / 2;
plot kijun = (Highest(high(period = timeFrame), kijunPeriod) + Lowest(low(period = timeFrame), kijunPeriod)) / 2;
plot spanA = (tenkan[kijunPeriod] + kijun[kijunPeriod]) / 2;
plot spanB = (Highest(high(period = timeFrame)[kijunPeriod], 2 * kijunPeriod) + Lowest(low(period = timeFrame)[kijunPeriod], 2 * kijunPeriod)) / 2;
plot chikou = close(period = timeFrame)[-kijunPeriod];
tenkan.SetDefaultColor(GetColor(1));
kijun.SetDefaultColor(Color.YELLOW);
spanA.SetDefaultColor(GetColor(3));
spanB.SetDefaultColor(GetColor(4));
chikou.SetDefaultColor(Color.WHITE);
DefineGlobalColor("Bullish", Color.CYAN);
DefineGlobalColor("Bearish", Color.MAGENTA);
AddCloud(spanA, spanB, GlobalColor("Bullish"), GlobalColor("Bearish"));

In regards to plotting Ichimoku elements from multiple higher time frames, simply add the chart study above your chart multiple times and adjust user inputs for each to whatever time frames you want to display on the chart.

As to your original request of combining the Ichimoku plots from various time frames to generate a solitary signal like we did on the MTF MACD. That is way beyond the scope of solutions we can provide in the Q&A forum. I am already 5 minutes past my time limit as I am finishing up this last sentence.