Multiple Timeframes: 1m data source -> daily data (entry signal) -> 1m, 5m, etc far actual entry?

[fiftyghosts]

Hello,

My data is store as 1 minute data and I'd like to down sample that to daily to test for entry signal, then use 1-minute, 5-minute, etc timeframe for the actual entry (a second signal, basically. Something like ORH on the 5 minute, etc). I've looked at the Multi-timeframe example, but I can't quite wrap my head around how to do it. An example of what I'm trying to do might be:

This might be the entry signal on the daily timeframe:

 if (not self.position) and (prior_price_close <= self.ema20[-1] and price > self.ema20[-1]
                                    and price > self.ema10[-1]) \
                                    and broke_yesterdays_high: 
....
self.buy(...)

And then on the 1 minute timeframe, if the 2nd minute candle breaks the prior minute candle, enter at +0.02 over the prior candle high. Things like that.

Is that possible?