Hi hassan,
I took a look and it seems that several orders are being placed before existing open orders are given sufficient time to fill. For example, say you have 100 shares of stock XXX. If you make an order to close a position, you are making an order to "Sell 100 shares of XXX". If it doesn't fill in the next bar, your algo places another order to close, i.e. another "Sell 100 shares of XXX". Eventually, both of these will fill but now you are holding a short position in XXX instead of closing it out. To avoid this, you will want to use the get_open_orders() function. I've attached a modified version of your algo that only makes orders when there are no outstanding open orders. I think this gets you what you want!
Does this help?
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