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Set Allocation of Total Portfolio Value Per Algorithm

Let's say you want to you run multiple algorithms on your live trading portfolio, let's say two algorithms. Is there a way to set the maximum total portfolio allocation to each algorithm in the initialize method? 

In this case of running two algorithms in a single account, how would you allocate only 50% buyer power to each algorithm? Or would the best practice be to have one account per algorithm?

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Hi John,

Right now, only one algorithm can be deployed to any live account. Deploying a second algorithm to the same account will result in connection interruptions and failure to deploy both. It is best to have one account per algorithm.

Alternatively, if you are using the Framework models, you can use a Composite Alpha Model to accomplish your goal. Each Alpha model will emit its own signals based on the model, so you can effectively trade two algorithms inside of one live deployment to your account.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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