Keep my VNC-session alive

I have installed VNC and xrdp on my computer, so I can access it everywhere. I have added a new user, vnc, which I use when I connect to my computer.

When I connect via VNC to my computer, with my user vnc, open up som programs, and then close the vnc-client, all my history is gone. I want the programs to remain open until I connect again.

I want to be kept logged in, even when I close the vnc.

How can I do this?