i would like to combine multiple algorithms so that hopefully the the combined algorithm has a better return profile than any single algorithm. I noticed that I can do this using the Alpha class. However where I am having trouble is in the case where the different alphas trade different instruments and at different time periods. So my first alpha is a simple 60-40 ration of spy and tlt and say my second alpha only trades the QQQ of current price is grater than 200 MA. Since the instruments are different how do I pass these instruments to the different alpha. I believe the current model will work as long as all the alphas trade the same set of instruments but won’t work well if they trade set of instruments. is this correct? And how do I deal with this situation?