pengie is absolutely right.

for testing a strategy his suggestion is very helpful in a way to indicate, that the strategy is a good one or not.
the reason is simple because we will get more trades to reveal.

real trading is another case. for MM reasons it will be mostly useful to open only one order at time.

but for testing it is very useful to ignore this "only one order" rule.

exceptions to this are EAs that are everytime in the market.