I don’t think that there is a setting that can achieve this but it is certainly possible to create an indicator that first draws the averages and then draws candles. When applied to the price chart the candles should then be on top of the averages. In fact I think that just drawing candles should put them on top of any indicators but my platform is not open at the moment to test this.
See here for the DRAWCANDLE instruction:
https://www.prorealcode.com/documentation/drawcandle/
