Simple DMI strategy gives only buy

[Izem]

Hello all!

I'm trying to implement a simple DMI strategy where:
buy when ADX > 25 & DIPlus > DIMinus
sell when ADX > 25 & DI Plus < DIMinus

Here is the strategy:

class DMI(bt.Strategy):

    def __init__(self):
        self.dmi = bt.ind.DirectionalMovementIndex()

    def next(self):
        if not self.position:
            if self.dmi.adx[0] > 25 and (self.dmi.DIplus[0] > self.dmi.DIminus[0]):
                self.buy()

        else:
            if self.dmi.adx[0] > 25 and (self.dmi.DIplus[0] < self.dmi.DIminus[0]):
                self.close()

The strategy runs but gives an incorrect result as it buys once and never sells.

Someone has an idea of what's going on?
Thanks