Azmel:

I started backtesting the P.I.D. and am keeping an eye on it right now as it runs. Here's some observations:

1. It runs very slowly. This can be a problem without a high-powered processor if you're going to run it simultaneously on all the charts available to you! I wonder if it would keep up?
2. As you say, it is clear that it behaves as though some of the logic is Martingale-style. The balance takes significant dips and then recovers...so far.

Does the diversification of attaching the EA to many charts smooth out the "dipping balance" problem?

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