If you don't know which higher time frame to use in your model, you can let the optimizer choose.
We created a prediction much like Example 2, but instead of using different TimeBars indicators based on the same time frame, we used the the same TimeBarsHL2 indicator, one for 10 minute bars and the other for 15 minute bars, both on a 5 minute chart. In the Prediction Parameters settings on the Optimization tab, we limited the maximum number of inputs to 1 so the optimizer was forced to make a choice of inputs. You could do the same thing with various numbers of Consolidated Bars.
Letting the optimizer choose the best TimeBars or Consolidated Bars could also be used in the Trading Strategy wizard by choosing Rule Selection Optimization on the Long and Short rules tabs.
