EMA cross over trading strategy

[quake004]

I wanted to backtest a strategy that I saw in this youtube video: https://www.youtube.com/watch?v=T1BxNGzVLqI

The strategy buys when the price is above the 200 EMA line and the 10 EMA crosses above the 20 EMA. The stop loss is the cross below the 200 EMA and the profit target is 1.5 times the difference between the entry and the 200 EMA. It works the opposite in the short side.

I've written the strategy and I'd like to know if I've done so correctly, please take a look and see if you see any mistake:

import backtrader as bt
import backtrader.indicators as btind

class EMACrossOver(bt.Strategy):
    params = dict(
        fast=13,
        slow=48,
        long=200,
        printout=False,
        longonly=False,
    )

    def log(self, txt, dt=None):
        if self.p.printout:
            dt = dt or self.data.datetime[0]
            dt = bt.num2date(dt)
            print(f'{dt.isoformat()}, {txt}')

    def __init__(self):
        self.orderid = None  # to control operation entries

        fast_ema = btind.EMA(period=self.p.fast)
        slow_ema = btind.EMA(period=self.p.slow)
        long_ema = btind.EMA(period=self.p.long)
        self.signal = btind.CrossOver(fast_ema, slow_ema)
        self.log(f'Initial portfolio value of {self.broker.get_value():.2f}\n')

    def start(self):
        pass

    def next(self):
        if self.orderid:
            return  # if an order is active, no new orders are allowed

        # Buy when price above long EMA and fast EMA crosses above slow EMA
        if self.data.close[0] > self.long_ema[0] && self.signal > 0.0:
            self.log(f'BUY {self.getsizing()} shares of {self.data._name} at {self.data.close[0]}')
            self.buy()
            self.orderid = 1
            self.sell_price = (self.data.close[0]-self.long_ema[0]) * 1.5 + self.data.close[0]

        # Sell when price below long EMA and fast EMA crosses below slow EMA
        elif self.data.close[0] < self.long_ema[0] && self.signal < 0.0:
            if not self.p.longonly:
                self.log(f'SELL {abs(self.getsizing())} shares '
                         f'of {self.data._name} at {self.data.close[0]}')
                self.sell()
                self.orderid = 2
                self.buy_price = self.data.close[0] - (self.long_ema[0]-self.data.close[0]) * 1.5
                if self.buy_price < 0:
                    raise Exception("ERROR")

        # Close long position
        elif self.orderid == 1 && self.data.close[0] >= self.sell_price:
            if self.position:
                self.log(f'CLOSE LONG position of {self.position.size} shares '
                         f'of {self.data._name} at {self.data.close[0]:.2f}')
                self.close()
                self.orderid = None

        # Close short position
        elif self.orderid == 2 && self.data.close[0] >= self.sell_price:
            if self.position:
                self.log(f'CLOSE SHORT position of {abs(self.position.size)} shares '
                         f'of {self.data._name} at {self.data.close[0]:.2f}')
                self.close()
                self.orderid = None


    def notify_order(self, order):
        if order.status in [bt.Order.Submitted, bt.Order.Accepted]:
            return  # Await further notifications

        if order.status == order.Completed:
            if order.isbuy():
                buytxt = f'BUY COMPLETED. ' \
                         f'Size: {order.executed.size}, ' \
                         f'Price: {order.executed.price:.2f}, ' \
                         f'Commission: {order.executed.comm:.2f}'
                self.log(buytxt, order.executed.dt)
            else:
                selltxt = 'SELL COMPLETED. ' \
                         f'Size: {abs(order.executed.size)}, ' \
                         f'Price: {order.executed.price:.2f}, ' \
                         f'Commission: {order.executed.comm:.2f}'
                self.log(selltxt, order.executed.dt)

        elif order.status in [order.Expired, order.Canceled, order.Margin]:
            self.log(f'{order.Status[order.status]}')
            pass  # Simply log

        # Allow new orders
        self.orderid = None

    def notify_trade(self, trade):
        if trade.isclosed:
            self.log(f'TRADE COMPLETED, '
                     f'Portfolio: {self.broker.get_value():.2f}, '
                     f'Gross: {trade.pnl:.2f}, '
                     f'Net: {trade.pnlcomm:.2f}')

        elif trade.justopened:
            #self.log('TRADE OPENED, SIZE %2d' % trade.size)
            pass