Custom sizer enter trades more than I wanted

[kev_backtrader]

The strategy I'm trying to do is quite simple: Buy at -50% from a rolling 5-year peak, and sell after 2 years. Each trade will be allotted a size of 20% of the portfolio total value. Below is the code I wrote.

My problem is that it enters into trades many more times than my intention. But this issue only happens with a part of the trades. I think the problem is mainly with the sizer, because I tried my code with the built-in percent sizer (20% of cash), and that worked perfectly fine.

class dss(bt.Strategy):
    params = (
        ('look_back_weeks', 260),
        ('drawdown_threshold', 0.5),
        ('hold_weeks', 104)
    )
    def __init__(self):
        pass
    
    def start(self):
        self.eq_progression = []
        self.trade_dates = []
        self.bought_bars={d:0 for d in self.getdatanames()}
        self.cash_start = self.broker.get_cash()
        print("Date;Security;Size;Entry_Price;Exit_price")

    def next(self):
        
        self.trade_dates += [self.datetime.date()]
        self.eq_progression += [cerebro.broker.getvalue()]
        for i, d in enumerate(self.datas):
            if not self.getposition(d).size:
                if len(self) < self.params.look_back_weeks:
                    drawdown = d[0]/max(d.get(size = len(self)).tolist())
                else:
                    drawdown = d[0]/max(d.get(size = self.params.look_back_weeks).tolist())
                
                if drawdown < self.params.drawdown_threshold:
                    self.buy(data = d)
                    self.bought_bars[self.getdatanames()[i]] = len(self)
                    

            elif (len(self) - self.bought_bars[self.getdatanames()[i]]) >= self.params.hold_weeks:

                print(self.datetime.date(),";",
                      self.getdatanames()[i],";",
                      self.broker.getposition(d).size,";",
                      self.broker.getposition(d).price,";",
                      d[0]
                      )

                self.sell(data = d)

class ValuePercentSizer(bt.Sizer):
    params = (
        ('percents', 20),
        ('retint', True),# return an int size or rather the float value
    )

    def __init__(self):
        pass

    def _getsizing(self, comminfo, cash, data, isbuy):
        position = self.broker.getposition(data)
        accvalue = self.broker.getvalue()
        if not position:
            size = accvalue / data.close[0] * (self.params.percents / 100)
        else:
            size = position.size
        if self.p.retint:
            size = int(size)
        return size