I find that current approach in Jesse is to abstract orders and positions as single sell & buy position, although that it may hid complexity on order management, I think it is quite limiting. For example,
- When I tried to implement Time Series Momentum from Ernie Chan's book, it opens a position daily, and each has its own holding period for few days for later liquidation. Current Jesse's abstraction adds other complexity to manage and track the position individually.
- In grid based strategy, it may involve several orders ladder, it may be more conscise and cleaner if user has direct access to individual order submission. It also may be useful for managing pyramiding strategy.
In short, by exposing the access to manage orders & positions individually, it may give user a better flexibility and cleaner code implementation for many commonly used strategies.
Nb. @Saleh mentioned that @markus has implemented many kind of strategies on Jesse, probably @markus has some useful views on this discussion.