Hello Everyone!

I like to see if this is possible with QuantConnect. My trading signal would be like 3 steps processes as the following:

1. For each 10 minute price update, calculate the the simple moving average and RSI for different time frames :

SMV(timeframe) :

SMV(10 minutes)

SMV(1 hour)

SMV(1 day)

RSI(timeframe) :

RSI(10 minute)

RSI(1 hour)

RSI(1 day)

2. for each indicator calculated, fire an event if the following condition is met:

price cross below SMV(timeframe)

price cross above SMV(timeframe)

RSI(timeframe) cross below 30

RSI(timeframe) cross above 30

RSI(timeframe) cross below 70

RSI(timeframe) cross above 70

3. process the event queue. Based on the history of event queue, I have some logic to determine whether an event is to be ignored, or to be used to trigger a trade.

The reason to keep an event queue is I need the whole event history, not just the event itself to determine how to use the event

It would be great if you can suggest how to structure, or provide some sample code to accomplish this.