Vocaloid Quick Tip: Creating Harmonies with a Pitch Shift Plugin 

A quick way to create harmonies in Vocaloid is to use a pitch shifting VST plugin such as PitchProof by Aegean Music. PitchProof has intelligent harmony settings to take into account what key you are in so you don't have to manually adjust notes that go out of key.
For more control, you should duplicate the track so that you have a separate harmony track. Just set the blend all the way to 100% wet on it. This way, you have both your original melody track and your new harmony track and you can then adjust the pan and volume individually as well as apply separate effects to each track.

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