In trading, what I know about locking and hedging is that the same product holds orders in the same position but in different directions. At this point, the profit and loss is locked, and the profit and loss will not change, which is almost equivalent to no position.

I would never lock the warehouse before, because I think it is better to lock the warehouse directly, and locking the warehouse only increases the handling fee.

But in recent transactions, it seems that some problems can only be solved by hedging and locking positions.

The problem I encounter is: if I hold more than one order, the market has been running for some time, and the profit is less than the stop loss, but it does not meet the stop profit condition required by my system, but at this time I subjectively judge that there are short conditions (I use subjective entry and quantitative stop profit). It is against the profit-taking rules of our system if we close our positions and go short at this time, but subjectively, we can enter empty orders.

In this case, I have tried not to open empty orders when there are many orders, but the problem I encounter is that if I do this, I will often miss the best empty orders when there are many orders. Therefore, under the premise of not violating the system rules, I decided to place an empty order directly when I hold multiple orders and encounter short conditions.

The effect needs to be proved by trading practice. I think the biggest factor may be the correlation of transactions, because hedging orders are completely related orders.