i have setup conditions for entries on shorts and longs and have setup and open trades limit, set by the pyramiding value.

when pyramiding = 1 allowing only 1 open order, everything works great.

when pyramiding = 2 or more , the strategy tester at some point begins closing short positions when opening long positions

In order to achieve this i have:

1. created unique id’s for entries
2. cycled through opentrades
3. established strategy.exit parameters binding to unique entry id’s.
4. established quantity parameters.

strategy configuration ->

//@version=5
strategy("EMA - RSI - CCI strategy",overlay=true, max_labels_count=300, calc_on_every_tick=true, default_qty_type=strategy.cash, default_qty_value=100, pyramiding=2, close_entries_rule = "ANY")


//----------------------------------------------------
// User Inputs
rsiLength      = input.int(14, "RSI Length")
cciLength      = input.int(20, "CCI Length")
emaFastLength  = input.int(10, "Fast EMA Length")
emaSlowLength  = input.int(20, "Slow EMA Length")
pyramid = input.int(2, "pyramid")

here is the code in question ->

// Execute trades only within the specified date range
if (withinDateRange) and (strategy.opentrades < pyramid)
    if (longCond)
        strid = str.format("Long_{0}_{1}", tickerName, str.tostring(totalTrades))
        strategy.entry(strid, strategy.long, alert_message = 'entry')
        totalTrades += 1    
    //strategy.entry("Long", strategy.long)
        
    if (shortCond and noPosition)
        strid = str.format("Short_{0}_{1}", tickerName, str.tostring(totalTrades))
        strategy.entry(strid, strategy.short, alert_message = 'entry')
        totalTrades += 1   
       //strategy.entry("Short", strategy.short)

// Exit logic
atrValue = ta.atr(6)

for i = 0 to (strategy.opentrades - 1)
    lastOpentradeId     = strategy.opentrades.entry_id(i)
    lastOpentradePrice  = strategy.opentrades.entry_price(i)
    lastOpentradeSize  = strategy.opentrades.size(i)


    if str.contains(lastOpentradeId, "Long")
        float stopLossPrice   = lastOpentradePrice - (500* atrValue)
        float takeProfitPrice = lastOpentradePrice + (5 * atrValue)
        strategy.exit('Exit_' + lastOpentradeId, from_entry=lastOpentradeId, stop=stopLossPrice, qty = lastOpentradeSize, limit=takeProfitPrice, alert_message = "close")
        

    else if str.contains(lastOpentradeId, "Short")
        float stopLossPrice   = lastOpentradePrice + (5 * atrValue)
        float takeProfitPrice = lastOpentradePrice - (5 * atrValue)                
        strategy.exit('Exit_' + lastOpentradeId, from_entry=lastOpentradeId, stop=stopLossPrice, qty = lastOpentradeSize, limit=takeProfitPrice, alert_message = "close")