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We have several sites that have multiple domain names. Rather than forwarding to one domain name, we set up rel="alternate" tags in the header of each page, pointing to the other versions of that page, with one page marked as rel="canonical".

I was under the impression that this would allow spiders to correctly determine that the pages are not content spamming. However, a client has had a report from a "SEO Expert" who cclaims the opposite.

If the rel="alternate" tages are set up correctly, is there a problem?

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You're using the wrong tags. You should be using rel="canonical on all of the domains that are not the primary domain. rel="alternate" does not tell search engines that a secondary domain is canonical to a primary domain.

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I assume you have something like this:

<link rel="canonical" href="http://mainsite.com/page.html" />
<link rel="alternate" href="http://othersite.com/page.html" />
<link rel="alternate" href="http://yetanothersite.com/page.html" />

in the head section of each of mainsite.com/page.html, othersite.com/page.html and yetanothersite.com/page.html (possibly excluding any self-links).

If so, that should be fine: all your duplicate pages have a rel="canonical" link pointing to a single canonical URL, so that's the URL that search engines will index.

As far as I know, Google at least doesn't currently pay any attention to the rel="alternate" links when used like this. (They do use them for finding translated versions of pages, but only if you specify the appropriate hreflang attribute.) So you could just leave them out and save a few bytes that way. On the other hand, having them there shouldn't hurt, either, at least when used appropriately.

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