I think that this is something that would be best explained with examples. 
You could have the statement there as well and then have some examples to 
show it and link to a tiddler with a more in-depth explanation for people 
who want it.

Something like:

This works:

<$list filter=<<SomeFilter>>>

</$list>

this doesn't:

<<list-links <<SomeFilter>>>>


and put in some more examples and maybe a quick explanation of why, like 
the one that doesn't work is trying to use a macro calling a macro. I think 
that it would be ok to have only one or two examples on the main part and 
then link to more examples for people who want them.

In this sort of thing I think a good general design principle is to start 
with the shortest and simplest, or most direct, explanation possible and 
then let the person reading it decide if they want more by giving links to 
more in-depth explanations and examples.
Unfortunately saying that is easy, making something that is that way is the 
hard part.

We could add something like 'as a general guideline, if it starts with this 
<$ it can have this << inside it and not this <$, but if it starts with 
this << it can't have this <$ or this << inside it.'

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