In Strategy 9.4.1 Update 2 iOS, nested prompt is introduced as a new feature which is already available in Strategy Web and developer. It is required to upgrade Strategy Mobile server to 9.4.1 hotfix 3 or above. Now it's able to use a prompted filter to restrict prompt element and prompts are cascaded. Refer to KB47563 for more details on this feature.
The below example shows how nested prompts are answered in Strategy Mobile 9.4.1 iOS:
Use a year prompt to filter quarter:

After selecting year 2007, only quarters in year 2007 are displayed:

Then use quarters to filter month:

Finally use month to filter days:

After answering the deepest prompt, the report is executed:

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