Jim Dean![]() Elite ![]() ![]() ![]() Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA ![]() | Please note ... as long as we LEAVE OUT any discussion about possible future loss-stops, etc, and just go with what is happening DURING a trade, then I believe that if the teensy extra calc was shoehorned in to the Strat loop calc, and then those results were PROPAGATED as a table, through the portfolio combination process, then all that info would be available as an "Expectancy" for the Portfolio. Thus it would be static data by the time PortWiz/Bal got its hands on it. So, maybe this is doable, without major surgery. It would be VERY powerful, if for no other reason that it's so easy to understand for non-statisticians. |