I have a problem with my fleets whenever I order them to hold their position instead of flying out to engage the enemy. When I first warp in, they do just sit there, like they're supposed to, it's once I order them to attack something, once they kill it, they all fly back to the original spot they were in.

Or I will have them attack something, and realize that they will try to return, so I'll just have them attack something else right after the first target goes down...and the same thing happens. I'll also just find some milling about.

Is there anyway to get around these problems?