Instead of "sequential" consider "simultaneous". As follows.
Lots of mechanical systems have stops that are a function of recent market activity. For example, a stop 2*ATR below the entry, or a "Chandelier" 4*ATR below the highwater mark, or a stop at the middle Bollinger band when entering at the upper Bollinger band.
(As opposed to systems whose stops are a fixed distance away like "a $1500 protective stop" or "a stop 3 points below entry").
If your collection of systems has stops whose distance varies as market conditions change, then perhaps you can run all of your systems, collect all of the entry signals they generate, and only take the 5 signals (or the 2 signals, or ...) whose risk today is lowest, i.e., the smallest dollar-distance-to-the-stop. Now you can have a very large collection of systems and run them on a very large portfolio of tradeable instruments, generating a very large pool of possible entry signals. BUT you only need an account big enough to trade the 5 lowest risk signals (or the 2 lowest, or ...)
Naturally you will want to test this idea to see how well it performed on past history. It will require testing software that runs multiple systems on multiple portfolios, at the same time. My trading friends and I have tested it on a collection of 3 systems plus 50 futures markets and in my opinion it worked quite well. Additionally there is a systems vendor who is marketing a product-for-sale named "relativity" that does the same thing ( http://tinyurl.com/3d7bec ). Read his flowery advert for persuasive arguments that this is a jolly brilliant way to trade. But remember, you can use the ideas he discusses (praises!) without buying his product.
Lots of mechanical systems have stops that are a function of recent market activity. For example, a stop 2*ATR below the entry, or a "Chandelier" 4*ATR below the highwater mark, or a stop at the middle Bollinger band when entering at the upper Bollinger band.
(As opposed to systems whose stops are a fixed distance away like "a $1500 protective stop" or "a stop 3 points below entry").
If your collection of systems has stops whose distance varies as market conditions change, then perhaps you can run all of your systems, collect all of the entry signals they generate, and only take the 5 signals (or the 2 signals, or ...) whose risk today is lowest, i.e., the smallest dollar-distance-to-the-stop. Now you can have a very large collection of systems and run them on a very large portfolio of tradeable instruments, generating a very large pool of possible entry signals. BUT you only need an account big enough to trade the 5 lowest risk signals (or the 2 lowest, or ...)
Naturally you will want to test this idea to see how well it performed on past history. It will require testing software that runs multiple systems on multiple portfolios, at the same time. My trading friends and I have tested it on a collection of 3 systems plus 50 futures markets and in my opinion it worked quite well. Additionally there is a systems vendor who is marketing a product-for-sale named "relativity" that does the same thing ( http://tinyurl.com/3d7bec ). Read his flowery advert for persuasive arguments that this is a jolly brilliant way to trade. But remember, you can use the ideas he discusses (praises!) without buying his product.