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Live trading - relaxing QC margin constraints (python)

As I understand the platform, QuantConnect constrains leverage amounts to 2x capital. However, a Reg-T account allows 4x capital intraday. And a Portfolio Margin account allows more than 2x overnight and 4x intraday, depending on the volatility of the portfolio of securities. Two part question:

1. How do I code 4x intraday? I see the docs offer the following (see below) for day trading, but haven't successfully converted it into list format. My attempt is attached. It's a simple algo for trading bonds intraday. As you can see the position sizes are capped without the margin model setting.

spy.MarginModel = PatternDayTradingMarginModel()

2. How can I relax the Reg-T model further to allow a Portfolio Margin account at IB to trade without being constrained by QuantConnect? I trade indexes, which have low volatility, and multiple asset classes, including bonds with low vol, so this is important.

Many thanks for reading this. Coding in Python. Any help would be greatly appreciated! 

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