Yes, I'm using a midi splitter to connect more than one device. There are many schematics for DIY midi splitter out there. It's probably more convenient (cheaper/quicker) if you buy one. Just google for midi splitter (either schematics or shop).

It's not a very hands-on device for the reason of a performer focusing less on manipulating melody and more on the transitions, sound sculpting,... I'm bad with keyboards and having the arpeggiator stuck on one repetitive note progression gets boring soon, so I created this thingy to handle the song structure and distribute it to lead, bass and chords synths. There's a gui link in the above description: basically you change arpeggiator chords or fire sequencer parts (verse, refrain, bridge, or chain all of them into a whole song) with the buttons, like a mini launchpad. No SoundCloud for now.