Hi guys, I have a question about live trading multiple algorithms on a single node/brokerage (Oanda).

Let's say I have developed a strategy on a daily timeframe that trades the NAS100 on Oanda. It is derived from QCAlgorithm so I can backtest it properly. Besides that I have a strategy on an hourly timeframe that also trades the NAS100, also implemented as a QCAlgorithm in a different project containing it's own logic.

How can I combine these algorithms for live trading on a single node?

And what if I have a third algorithm that trades gold CFDs on Oanda? Is it possible to combine all those algorithms for live trading while keeping the execution logic separate to each strategy (for the purpose of testing and updating)?