Good point by FJJ828. While your leg positioning can be important, what's more important is that you are constantly attacking your opponent's base or trying to get to his back. If you find yourself using a leg position that allows you to hold on tight, but doesn't give you the mobility you need to attack, you probably want to use it as more of a last resort than your primary position.
For example, I have fairly long legs, and unless I am rolling with someone of equal or greater "length", I find it pretty hard to get that "lockdown" position. So instead of just triangling my legs and holding on, I generally use more of an "open" half-guard leg position. The only time I will triangle is if I am in danger of getting my guard passed and I need to hold on tight for a minute and recover my upper body posture.
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