I am trading an intraday Rsi strategy ( a modified version of Rsi Agita) that can buy the same security several times as its Rsi declines (and other conditions hold) before the series of purchases exits. Since WL uses a constant dollar value for transactions, each purchase is slightly larger - in terms of the number of shares - than the last one.

However, I would like to weight consecutive purchases more aggressively - for example, if my standard position size is $100, and the strategy makes the first buy for that amount (and does not exit), then I want the next purchase to be for ($100 x1.2), and if that gets filled (still pre-exit) then the third purchase for ($100 x 1.30) and so on . . . . .

If there has been a discussion on sizing, or if there is an example of script that performs this, could somebody please direct me to the thread

In Version 4, you'd use a SimuScript for simple to complex sizing logic. In Version 5, PosSizers (the new name for SimuScripts) are in the future plans.

The only thing you can work with to achieve variable sizes now is the Max Percent Risk sizing option. By setting the RiskStopLevel appropriately, you can reverse-engineer the sizes that you want. See the Position Sizing topic in the Reference chapter in the User Guide for formulas.