You can't have your cake and eat it too

You can't have your cake and eat it too - The proverb literally means "you cannot both possess your cake and eat it". Once the cake is eaten, it is gone. It can be used to say that one cannot or should not have or want more than one deserves or can handle, or that one cannot or should not try to have two incompatible things. 

Image - https://s-media-cache-ak0.pinimg.com/736x/46/e1/be/46e1be64a66c6cba0ddbae15aa2382f8.jpg