Strategies supporting multiple time frame

[vsemeniuk]

Thoughts on out-of-the-box support for combining strategies with multiple time frames?
For example, if I want to build this:

• EMA 20 crossover up EMA 50 on 1 day time frame (crossover down signal invalidates)
• RSI buy on 1 day time frame (sell signal invalidates)
• RSI buy on 15 min time frame (sell signal invalidates)