Two styles of Ocroft's approach
Simply run AIM as-is on paper and apply all of the sequential trades in a single trade after that sequence has stopped, leaving the original AIM running as-is (worksheet labelled A in the spreadsheet). OR apply all of the sequential trades in a single larger trade once the sequence has stopped, but then use those AIM settings going forward (worksheet labelled B in the spreadsheet).
Leaving AIM running as-is seems to have provided the higher reward in that particular case, and only marginally increased risk (maximum drawdown just a few percentage points higher).
So it looks like the better choice might be to run a standard paper AIM, noting when a buy occurs but not actually trading at that point in time. Review a month later and again defer actually buying if a buy trade is indicated, otherwise actually buy the $ amount of total $ AIM indicate buy amount(s) at that point in time. Leaving the paper AIM running as-is (as though each of the buy trades had been placed as and when each such trade was indicated).
