You can now use as many signals as you want. The systems that we did for clients had mostly about 10 signals. With more signals, it becomes hard to produce a successful system. But there might be cases where you use about 100 signals, f.i. when preprocessing them with a covolution network.

It´s usefull to put the signals in series? For example: vol[1],vol[2],vol[3],ZScore[1],..........

Thanks.

If you want to evaluate the history of the parameters, then series make sense.