Alright, before I do some manual testing (I completely stopped using proorder a year ago) here is some input from Perry Kaufmann on the topic. Reference is to his book “Trading Systems and Methods” from 2013, chapter 23, Entering a position.

My ratonale for comparing our discussion with his is, that using the same entry technique with several indicator values is like averaging into a position and/or waiting for better prices after the first trade is entered.

• Averaging into a position using a trend following strategy can lead to improved results.
• Noisy markets allow for better entries when waiting for a better price with the potential of missing a really big move. This should not concern us right now, since we discuss stacked openings and at least one trade will be entered.

I guess the big similarity is that we receive one initial signal (go long for example) and then increase the position size. We learn that not all trades up to the maximum position size must be taken since some strategy-indicator combinations will just not get to the point of entering the market.

Of course, this really brief summary does not summarize the points made in the book. I hope they help to advance our discussion.