Using iMessage with a U.S. number and a German number on the same unlocked iPhone 6S

I am wondering if it is possible to send/receive iMessages on one unlocked iPhone 6S with two different phone numbers? I have both a U.S. number and a German number (data only). When I insert each SIM card into the unlocked iPhone 6S they each register with my iCloud account, however, once taken out of the iPhone they disappear. The issue becomes that my U.S. number is no longer associated with my iCloud account and thus I no longer receive messages from U.S. contacts. I want both numbers to always be associated with my iCloud account so I will always receive iMessages on the same phone. It would make traveling between both countries nearly seamless when using my iPhone.

This is the scenario I am trying accomplish. Right now when my U.S. contacts send me an iMessage they do so with my U.S. number, because this is the number most know for me. But when I travel to Germany I want to use my apps on the unlocked iPhone so I purchase a data only SIM card, which comes with an associated German number. I can use the German SIM card just fine for data purposes, and I can even use iMessage to message U.S. numbers from the german number. However, if someone sends me an iMessage at my U.S. number, I do not receive it until I switch the SIM cards and reinsert the U.S. SIM card to my unlocked iPhone. I would like to associate both phone numbers with my iCloud account so when I am traveling around Germany with my German SIM, I can always receive iMessages from U.S. contacts or anyone for that matter that sends a message to either number.

I looked through the threads and couldn't seem to find anything about this issue. But I could be wrong, so please direct me to the correct discussion or please help. Thanks.