Bollinger Band Strategy does not work properly

[HexaBraum]

Even though the buy and sell signals get triggered it seems like the orders get executed delayed or whatever. Here is my code for init and next:

    def __init__(self):

        # self.dataclose = self.datas[0].close

        self.bb_inds = dict()
        for d in self.datas:
            bb = bt.ind.BollingerBands(d, period=21, devfactor=2.0,
                                       movav=bt.ind.MovAv.Simple)
            self.bb_inds[d] = dict()
            self.bb_inds[d]["bb_top"] = bb.top
            self.bb_inds[d]["bb_bot"] = bb.bot


    def notify_order(self, order):

        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('SELL EXECUTED, %.2f' % order.executed.price)

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order

        #self.order = None

    def next(self):
        for d in self.datas:
            dt, dn = self.datetime.date(), d._name
            pos = self.getposition(d).size
            # Simply log the closing price of the series from the reference
           # self.log('Close, %.2f' % d.close[0])

        # Check if we are in the market
        #if not self.position:
            if d.close[0] < self.bb_inds[d]["bb_bot"][0]:

                # BUY, BUY, BUY!!! (with default parameters)
                self.log('BUY CREATE, %.2f' % d.close[0])

                # Keep track of the created order to avoid a 2nd order
                #self.order = self.buy()
                self.buy(data=d, size=1, price=d.close[0])

            # Already in the market ... we might sell
            if d.close[0] > self.bb_inds[d]["bb_top"][0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % d.close[0])

                # Keep track of the created order to avoid a 2nd order
                #self.order = self.sell()
                self.sell(data=d, size=1, price=d.close[0])

The plot:

[HexaBraum]

Fixed it.

[hoflz5]

@hexabraum what was the issue?