you can create a trading system with CQG and auto-trade it across multiple markets without issues... and you can even use separate accounts/subaccounts for each market...
I use it for my spreads.. not on my CQG machine to show you, but you can see it here on this video from their website..
the only beef I have to pick with CQG is their poor documentation when it comes to their programming language... it is ass backwards and hard to find details on it... you have to rely too much on their product specialists... and not all are good... Jim, Stan and Val are really good... those are the ones I've dealt with primarily...