Hi José,
I am sorry but there is no way to avoid posting the exchange rate differences - for one simple reason: Whenever items are cleared, then the document must be balanced in all ledger currencies. You cannot clear 5000 COP = 2.17 USD debit against 5000 COP = 2.15 USD credit without writing off the 0.02 USD, because then you would have all items cleared but the account still with a balance.
If you have a parallel currency, then you need to configure exchange rate differences (trans OB09) for all your open-item accounts (including vendor and customer reconciliation), else you will be getting errors like the one you describe.
It could perhaps also be a good idea for you to create a query (join SKB1+SKA1+T001, with extra fields from T030H) to see easily for which accounts this config is missing, so that users do not get surprised at month-end. You may also think about extending it with extra fields sourced from other tables, such as CSKB to see P&L without cost element, or T8G17 to see accts not classified for document splitting in new GL, or TKA3A to display default cost center if any (OKB9). I have created these in almost all projects I have been to and they always came handy because errors in GL master can be unpleasant and standard SAP reports (such as S_ALR_87012328 or S_ALR_87012333) rather user-unfriendly. But this is just an option.
Anyway, you must post the exchange rate differences when clearing - there is no way around it. Good luck!