I'm backtesting a futures contract with Tradestation. The buy and sell keywords are quaint and totally for stocks. Buy first takes you flat if you are short then issues another order to get long for example. If I am trading a fut contract for real I can just buy/sell and the broker software will know whether I am net short or long. I looked at Multicharts but they emulate Tradestation so the buy/sell keywords are probably the same. Does anybody know of backtesting software where it can keep track of the net postion without extra coding on the part of the user?