How to properly close a position in a strategy

[stophr]

Hello, I really appreciate the effort that went into this project. I would like to know the proper way to close a position. For instance, my strategy's logic decides that its confused (getting mixed signals), as a result it needs to close all open positions till it gets a clear signal. How would one best go about this from within the strategy? I have a feeling its to create a market order in the opposite direction, but this leaves open stop & limit orders that need to be cleaned up. Just wondering if this is the correct path or if there is a better way. Thanks!