Most modern backtesting tools (RightEdge included, of course), have the ability to specify how many open positions you'll allow per symbol.  While testing my systems, I typically like to allow a single open position per symbol.  The reason for this is that multiple open positions per symbol can skew your results and exacerbate survivorship bias.  Most are familiar with the term survivorship bias, but if you're not, I'll explain very briefly.  A trading system is already "cheating" because it's taking symbols of companies that currently exist.  In other words, merely surviving as a company is a big assumption you've made in your system.  You add to that risk by allowing open orders to pile on top of open orders.  With survivorship bias, we already know that today the company is alive and (hopefully) doing well.  However, in your backtesting, more than likely you've bought more and more as the company shares were plummetting and then at some point the whole thing was rescued and you were rewarded handsomely for the risk assumed.  This is represented in your phenomenal backtesting results.  Your backtest does not understand this risk, but you should.

Note: I've tried to get the bank accept my backtesting profits as deposits and they won't.