A very useful feature would be to have the chance to block some strategies in the Portfolio Master in order that all the created portfolios always would contain these blocked strategies. I'll try to explain better myself with an example (pasted figure):
1- You have 4 uncorrelated strategies that passed your filters. You don't want to miss them
2- Now let's imagine that you get 7 new promising strategies
3- We want to create a Portfolio of uncorrelated strategies. Portfolio Master as it is right now will mix the total; the 4 old ones + the 7 new ones. And it will propose you new portfolios that perfectly could miss your favorites 4
I'd always want the 4 old ones in all the new portfolios. The only way to get that is blocking these 4. This is the asked feature.
On the past you fixed a very similar demand in false based on a solution proposed by Hankeys. Warning! That solution has a flaw. Hankeys proposed to merge your 4 initial strategies in a first step and later Run the Portfolio Computer with Merged Strategy + 7 new strategies. That's not correct! You could have the merged strategy uncorrelated with the other ones (7), but this merged strategy could hide a correlated strategy.
You can check it with 3 strategies: A, B, C: A and B are correlated, C is uncorrelated with A, B. You could perfectly have uncorrelated AC (=merged) with B
If you follow this solution you'll be fooling yourselves!!