I generally build a position of 100 in lots of 20 and I let the market decide how I scale out of the position.
I'm a relative minnow compared to the size you are doing... I max at 20 contracts, but probably average closer to 15... so, if I am doing 15, I enter em all together... I am pretty discretionary on whether or how I scale out... If I was doing your size, I aint sure how I would handle entry on 100, cos I have no experience of all-in ease of entry at that size... I may very well decide, for practical execution purposes, to scale in like you do...
"I'm following the trade management suggested in Mark Douglas' Trading in the Zone. " I thought that book only dealt with trading psycology issues not real life ideas for trading what chapter does mark douglas discuss trade management?
It's not quite about trade management, but more about trading mentality... the ability to think in the context of a probabilistic environment etc....
It's an exercise to put the theory into action. You can find it on page 189 - "Learning to Trade an Edge Like a Casino" pretzel
obviously if you are trading hundreds of contracts it is more difficult to enter all at once, but from my experience of trying both scaling in/out and all at once, that all at once is better for the simple fact that either my call is correct or not. If it is, then I profit much more than by scaling in, and when I'm wrong, I have an appropriate stop. to each his own........