I have build a strategy using both long and short positions within the same instrument (EURUSD).
But when backtesting it keeps closing me positions that I don't want to close. The name of the executions then always is: Close position
Is this because I have an open long position and open up a short position while long is still open? Can't you have a long and a short position for the same instrument at the same time?
Is there a workaround?
Your help is much appreciated,
Dennis
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