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Hello , I have some problem in position management,please give me some help !
I have a solution include 2 projects (project A/project B) , both of they is "Day trading strategy",so when session end , they should have no position.
Here is the problem, If project A 's position is long 5 contracts and project B 's position is short 5 contracts ,so basically I have no position in market. If this situation do not change , in real world , I don't need to close each project's position , because the account is actually flat. To close the position seperatly is just watse commission fee and cost more slippage cost, but if I don't close each project's position , the project's position will leave there to consider an overnight position in OpenQuant's report, which is not exist actually.
Is there any way to solve this problem , allow me don't have to excute unnecessary trades and also keep the projects's position to be reset to zero when session end.
Thanks !
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