Combine multiple algorithms

Hi Narendra Kulkarni,
For the above-mentioned requirement we can use the Add alpha method to add multiple alphas. We can pass the list of tickers relevant to each alpha refer to the following code snippet:
 

def Initialize(self):
        

  self.AddAlpha(alpha1(self,tickers1))
        
  self.AddAlpha(alpha2(self,tickers2))
        
   
 class alpha1():
        
   def __init__(self,algo,tickers):
            
   self.symbols =  [ Symbol.Create(x, SecurityType.Equity, Market.USA) for x in tickers ]
        
  def Update(self,algo,data):
    
class alpha2():
       
 def __init__(self,algo,tickers):
            
self.symbols =  [ Symbol.Create(x, SecurityType.Equity, Market.USA) for x in tickers ]
       
 def Update(self,algo,data):

Best,
Varad kabade

thank you for your response. One more follow up question. Say I want to run alpha1 code every 5 minutes while alpha2 every 30 minutes, how do I set that? Should I just set the resolution to the highest frequency of minute and let each alpha build out the appropriate candle and handle the trades?

Secondly in your example should I use self.AddUniverseSelection() to Manual?

Hi Narendra,
There are two ways to do this:
 

1. Using Scheduled events to be triggered after specific intervals. Refer to the following docs for more information
2. Alternatively, we can create consolidators for the respective securities in the AlphaModels using a SymbolData class and implementing the consolidator handler to handle the consolidated data

Secondly, in your example should I use self.AddUniverseSelection() to Manual?
We would have to use ManualUniverseSelection model because we have already determined the securities for each AlphaModel.
Best,
Varad Kabade