Let's say Long Criteria was triggered and I have a long position. At a later point in time, the Short Criteria is triggered, and EnterShort is being executed. The problem is that EnterShort will fully close my previous Long position, and then open the Short position in full too. I do not want my Long position closed, since it hasn't reached profit target or stop loss yet.
How do I solve that within the same strategy? As a workaround, I could create two strategies, they would run independently. I'd like to implement it though in a single strategy, so that I could get more accurate backtest statistics on drawdown etc. of the combined strategy.
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