DislikedWe could try to analyze every pyramiding permutation, but rather than risk hijacking Markmm's thread, I'll just say that IMO pyramiding will increase profit when prices trend, and decrease profit when they don't. If price reverses soon after a second (or subsequent) position is added then the loss(es) from the later position(s) will offset the profit from the original position; hence it would have been better to stay with the first position only. So, everything else being equal, it becomes an exercise as to how often prices 'trend' suitably versus...Ignored
Good luck with the programming.
Economists have forecast 9 out of the last 5 recessions