Yes, it is possible. In order to do so, you need a Dict observation space (here) with three elements for the daily, 4h, and 1h time frames. You also need to override TradingEnv._get_observation (here) to return a dictionary of numpy arrays as observation.
hi Amin can we use multi time frame to create custom environment ? for example, I want to use daily, 4h, 1h time frames for my environment