I saw on multiple threads prior to 2020 QC had a netting of orders structure. I want to make an algorithm that can simultaneously take a long and short position on the same symbol, without flattening the position on either side - a hedge order structure.

Is there a way to change the order structure, bring two portfolios into one QC algorithm, have two Alphas not flatten each other, or anything of the sort that will allow for a hedge order structure?

Can this be done today on QC and if so how? If this cannot be done today, are there any plans to implement this in the future?