Take a look at the MultipleFrequencyLogic
sample to see how to run the same trading logic with different frequencies. Overall it's a similar concept to how the MultipleSystems sample works.
For asset allocation, you probably want to calculate the position size in code for each strategy. The basic idea is to have a percentage allocation for each strategy, multiply that percentage by the account value (SystemData.AccountValue) whenever you open a position, and use the result as the total account value allocated to the strategy to feed into the ATR-based position sizer.
Using this method, profits or losses from one strategy will be shared among all the strategies. If you don't want this, then each strategy can start with a certain amount of capital to trade, and you can add the PnL value for each trade the strategy makes to that amount.
Hopefully this helps a bit. Feel free to ask more questions, and if you're willing to post the code you're working with I can probably offer better help.