The "why" should be pretty obvious. I mean, it's strategy specific, so I won't get into it in too much detail... but I'll just say, it's profitable to have both.

The alternative way of implementing this (and it would save commissions) is putting another layer on top of the Ninja order code, and some how "sum up" the short/long orders to come up with some kind of a net position... and then place orders accordingly. That might work, but it really complicates the logic for what I'm doing in terms of tracking individual positions/fills. I prefer to think of these as independent positions, even though they're on top of the same instrument.