It is probably possible to coerce our collision system to handle this with some special handling in the slope sprites if you set those sprites to "overlap" (if a collision is detected there, move your sprite to the correct location based on your own logic), but in general this kind of thing falls into the "Not a good match for: Games that require polygons for collision detection." category of our sprite collision detection system.
(now I'll probably keep thinking about this... if I have time to come up with an example implementation I'll be sure to post it here!)