Mathematical Formula Wanted

While trading a symbol, I frequently expand or shrink position sizes. So I might start with 0.1 lot, then add 0.5 lot, and at a later time expand to 1 lot. Each time there will be a new entry point to reflect execution of the deal. Is there a way to calculate (or at least estimate) the price level of any new entry point before I actually trigger a planned position size expansion to, let’s say, 2 lots?

This would be very helpful for timing my order decisions. I use a hedging account while the position is netted in the TradeWatch table.