I struggled with this for awhile myself. Currently, I place my hands in a loose fist right at my waist and tuck my elbows in to my sides. This seems to work well, but I did get hit by a foul ball right on my knuckle last week.
I tried using the position with my hands hanging down between my legs, but found that I was getting hit in the hands more often, no injuries, just annoying.
I also tried placing my hands on my lower thigh behind my knee, but did not feel like I was stable in my stance.
I guess the best thing is just to experiment with different positions and find the one that you are most comfortable with.
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