Optimizing the number of contracts for each strategy in a portfolio based on Return / Intraday Peak To Valley Drawdown

It would be nice to have the possibility of 


1) seeing Intraday Peak To Valley Drawdown for each strategy in the Databank and on the equity chart


2) Optimizing the number of contracts for each strategy in a portfolio based on Return / Intraday Peak To Valley Drawdown, which is more important than closed trade drawdown to avoid margin calls. This figure can be easily imported from the Trades List in Tradestation Performance Reports (Run-up/Drawdown for each trade). It enables the portfolio to compensate real intra-trade drawdowns of each system and find the optimal capital allocation.


Sorry, that's actually 2 features...
Would love to have your input on this.
Thanks