You issue stop order, but if you want to close the position immediately, than it have to be market order.

As an idea - CCXT feed is not in the bt module. You might need to install and import it separately.

I wouldn't even bother and set max commission for all trades.
If the system fails, then it is not stable enough for real trading.

@cadtrader use of

class MA_CrossOver(bt.SignalStrategy):

should help.

Order can be executed only during the price bar, in other words it can't be other date except next() date.

I am not able to edit the post, but script i shifted a bit. I think you can fix it.

Two things concerns me in your sizer:

• you don't have provision for size definition in case of short position
• I don't think that this line should work, but I might be wrong

            size = math.floor((cash * self.p.risk) / data[0])

I don't think that data[0] is a price you want.

So reworking one of the built in sizers I would try the following (not tested):

class maxRiskSizer(bt.Sizer):

    params = (('risk', 20),)

    def __init__(self):
        if self.p.risk > 1 or self.p.risk < 0:
            raise ValueError('The risk parameter is a percentage which must be entered as a float. e.g. 0.5')
        
          def _getsizing(self, comminfo, cash, data, isbuy):

        position = self.broker.getposition(data)

        if not position:
            size = math.floor((cash * self.p.risk) /data.close[0])
        else:
            size = position.size

        return size

I would start from this script (didn't test):

class TestStrategy(bt.Strategy):

    params = (('period',195), ('threshold_Buy', 10), ('threshold_Sell', 90),)

    def __init__(self):

        self.rsi = bt.indicators.RelativeStrengthIndex(period=self.p.period)
        self.rsiHHV = bt.indicators.Highest(self.rsi, period=288)
        self.rsiLLV = bt.indicators.Lowest(self.rsi, period=288)

        self.buysig = (self.rsi >= self.p.threshold_Buy * self.rsiHHV)
        self.sellsig = (self.rsi <= self.p.threshold_Sell * self.rsiLLV)

When you open short position with 'size=1000', the sizer is not participated. Maybe you need to skip size in the 'sell' order.

Based on the bt manual Docs - DateTime Management can be something like this:

def next(self):
    if (self.data.datetime.time() >= datetime.time(8, 30) and
        self.data.datetime.time() <= datetime.time(9, 30)):
            # do some staff