I have a few indicators that look promising on the chart and I believe some combination of them might be the start to a good trading system. So I want to feed in a few indicators and end up with a composite indicator that will attempt to predict price direction. I have a few different ideas on the endpoint, but right now I would like to know, what are some common ways of pre-processing my indicators to feed into a machine learning algorithm? Obviously, feeding in just the current value of the indicator and trying to predict the output won't be very successful. I also need to feed in enough context -- information about what has happened in the past before the current point. Some ideas that I have had are feeding in values for the same indicator calculated across different time frames, applying the slope of linear regression the same indicator calculated across different windows of time. Are there other methods that I should be aware of?