@run-out
So I did not get the full picture of what you are trying to explain.

This is what I got so far:

self.t1 = close + datetime.timedelta(hours=4)

Current close + 4hours stored in a variable

Stop-loss:

        if pos == step4:  # 4
            if close <= buy4:
                self.stoploss = self.sell(price=stop, size=-pos, exectype=bt.Order.Stop)
                self.log('Close below buy step 4.. creating stoploss @ %.2f' % stop)
                print(pos)
                if close >= sell1:
                    self.cancel(self.stoploss)
                    self.log('Current price reached sell 1 cancelling stop... %.2f' % close)
                    print(pos)

Where do I place my "timer" variable so that if the stoploss executes the algorithm initiates the variable and stops the algorithm for x hours ?

@run-out Thank you!

I was looking around on how to implement a timer so that every time I get stopped out I want to stop the strategy for x hours and start it up again once x hours has passed.
What is a simple way to implement this?

Let's say I have something like this:

if not self.position:
    if buy_signal1:
         self.buy()

if self.position:
    if sell_signal1:
          self.sell()
    if stop_signal:
          self.sell()
          if stop_signal:
                [insert timer code here?]

Thank you! I'm using it myself now, slightly better than the one I had before

That did not take either.. hmm well if I use static sizes that could work temporarily if only just to see if I can manage to finish my trade logic today.

@ab_trader
On another note:

        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

        if pos > 0:
            if close > mean:
                self.short = self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                self.log('Closing long... %.2f' % close)

This works.

        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

            if pos > 0:
                if close > mean:
                    self.short = self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                    self.log('Closing long... %.2f' % close)

This does not.
So I can't indent and the extra conditions won't matter since it won't work indented so I'm trying:

        orders = self.broker.get_orders_open()
        orders = list(orders)

Then I'll do if orders == 1 and pos < size2 etc..

@ab_trader
I'm trying to get this " not self.long / self.short " condition to execute as I need a third condition in my strategy in order for it to work properly. But When I run this:

        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)
                if not self.long and pos > 0:
                    self.sell(price=sell1, size=-pos, exectype=bt.Order.Limit)
                    self.log('Buy order 1 hit creating sell order... %.2f' % close)

Or

        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

            if pos > 0 and not self.long:
                if close > mean:
                    self.short = self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                    self.log('Closing long... %.2f' % close)

It only executes the buy but it does not recognize the "not self.long" condition here is the output: (same for both)

019-12-15, Close 7023.99, Mean 7045.62, Buy1 7033.64, Sell1 7057.60, Buy2 7014.62, Sell2 7076.62, Stop 6978.05
2019-12-15, Close below mean buying step 1... 7023.99
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2019-12-15, Status 4: Ref: 1, Size: 1, Price: 7033.64111
Created: 2019-12-15 00:30:00 Price: 7033.641114933333 Size: 1
--------------------------------------------------------------------------------
2019-12-15, Close 7014.82, Mean 7043.32, Buy1 7031.35, Sell1 7055.29, Buy2 7012.33, Sell2 7074.31, Stop 6978.05
2019-12-15, Close 7021.39, Mean 7041.74, Buy1 7029.77, Sell1 7053.71, Buy2 7010.75, Sell2 7072.72, Stop 6978.05
2019-12-15, Close 7016.95, Mean 7039.94, Buy1 7027.97, Sell1 7051.90, Buy2 7008.96, Sell2 7070.91, Stop 6978.05
2019-12-15, Close 7020.44, Mean 7038.95, Buy1 7026.98, Sell1 7050.91, Buy2 7007.98, Sell2 7069.92, Stop 6978.05
2019-12-15, Close 7021.28, Mean 7037.46, Buy1 7025.49, Sell1 7049.42, Buy2 7006.49, Sell2 7068.42, Stop 6978.05
2019-12-15, Close 7037.76, Mean 7037.47, Buy1 7025.50, Sell1 7049.43, Buy2 7006.50, Sell2 7068.43, Stop 6978.05
2019-12-15, Close 7037.51, Mean 7037.47, Buy1 7025.50, Sell1 7049.43, Buy2 7006.50, Sell2 7068.43, Stop 6978.05
2019-12-15, Close 7035.25, Mean 7037.42, Buy1 7025.46, Sell1 7049.39, Buy2 7006.46, Sell2 7068.39, Stop 6978.05
2019-12-15, Close 7038.30, Mean 7037.44, Buy1 7025.47, Sell1 7049.40, Buy2 7006.47, Sell2 7068.40, Stop 6978.05
2019-12-15, Close 7038.36, Mean 7037.44, Buy1 7025.48, Sell1 7049.41, Buy2 7006.48, Sell2 7068.41, Stop 6978.05
2019-12-15, Close 7030.42, Mean 7037.20, Buy1 7025.23, Sell1 7049.16, Buy2 7006.23, Sell2 7068.16, Stop 6978.05
2019-12-15, Close 7027.24, Mean 7036.78, Buy1 7024.81, Sell1 7048.74, Buy2 7005.81, Sell2 7067.74, Stop 6978.05
2019-12-15, Close 7032.76, Mean 7036.66, Buy1 7024.70, Sell1 7048.62, Buy2 7005.70, Sell2 7067.62, Stop 6978.05
2019-12-15, Close 7040.45, Mean 7036.69, Buy1 7024.73, Sell1 7048.66, Buy2 7005.73, Sell2 7067.66, Stop 6978.05
2019-12-15, Close 7047.92, Mean 7036.74, Buy1 7024.78, Sell1 7048.71, Buy2 7005.78, Sell2 7067.70, Stop 6978.05
2019-12-15, Close 7044.39, Mean 7036.78, Buy1 7024.82, Sell1 7048.75, Buy2 7005.82, Sell2 7067.75, Stop 6978.05
2019-12-15, Close 7043.37, Mean 7036.82, Buy1 7024.85, Sell1 7048.78, Buy2 7005.85, Sell2 7067.78, Stop 6978.05
2019-12-15, Close 7047.54, Mean 7036.89, Buy1 7024.93, Sell1 7048.85, Buy2 7005.93, Sell2 7067.85, Stop 6978.05
2019-12-15, Close 7044.09, Mean 7036.92, Buy1 7024.96, Sell1 7048.89, Buy2 7005.96, Sell2 7067.89, Stop 6978.05
2019-12-15, Close 7038.41, Mean 7036.93, Buy1 7024.97, Sell1 7048.90, Buy2 7005.97, Sell2 7067.90, Stop 6978.05
2019-12-15, Close 7042.26, Mean 7036.98, Buy1 7025.01, Sell1 7048.94, Buy2 7006.02, Sell2 7067.94, Stop 6978.05
2019-12-15, Close 7039.05, Mean 7036.99, Buy1 7025.03, Sell1 7048.95, Buy2 7006.03, Sell2 7067.95, Stop 6978.05
2019-12-15, Close 7042.52, Mean 7037.02, Buy1 7025.05, Sell1 7048.98, Buy2 7006.05, Sell2 7067.98, Stop 6978.05
2019-12-15, Close 7037.30, Mean 7037.02, Buy1 7025.06, Sell1 7048.98, Buy2 7006.06, Sell2 7067.98, Stop 6978.05
2019-12-15, Close 7034.75, Mean 7037.01, Buy1 7025.04, Sell1 7048.97, Buy2 7006.04, Sell2 7067.97, Stop 6978.05
2019-12-15, Close 7036.46, Mean 7037.00, Buy1 7025.04, Sell1 7048.97, Buy2 7006.04, Sell2 7067.97, Stop 6978.05
2019-12-15, Close 7037.07, Mean 7037.01, Buy1 7025.04, Sell1 7048.97, Buy2 7006.04, Sell2 7067.97, Stop 6978.05
2019-12-15, Close 7042.83, Mean 7037.09, Buy1 7025.12, Sell1 7049.05, Buy2 7006.12, Sell2 7068.05, Stop 6978.05
2019-12-15, Close 7046.28, Mean 7037.26, Buy1 7025.29, Sell1 7049.22, Buy2 7006.29, Sell2 7068.22, Stop 6978.05
2019-12-15, Close 7041.87, Mean 7037.35, Buy1 7025.39, Sell1 7049.32, Buy2 7006.39, Sell2 7068.32, Stop 6978.05
2019-12-15, Close 7043.00, Mean 7037.59, Buy1 7025.62, Sell1 7049.55, Buy2 7006.62, Sell2 7068.55, Stop 6978.05
2019-12-15, Close 7044.89, Mean 7037.84, Buy1 7025.87, Sell1 7049.80, Buy2 7006.87, Sell2 7068.80, Stop 6978.05
2019-12-15, Close 7048.59, Mean 7038.39, Buy1 7026.43, Sell1 7050.36, Buy2 7007.42, Sell2 7069.36, Stop 6978.05
2019-12-15, Close 7052.48, Mean 7039.13, Buy1 7027.16, Sell1 7051.10, Buy2 7008.16, Sell2 7070.10, Stop 6978.05

At the end closing price reaches sell1 so it should execute but it won't even create a sell order. So I'm wondering what I'm doing wrong?

Oh my bad, I'm not expecting any more buy orders to happen. I think I managed to solve it now and I understand what I'm doing wrong.
Thank you @ab_trader and @run-out ! I'll keep at it

Trying this now.. removing both self.long and self.short and structuring it this way.

        if pos == 0:
            if close < mean:
                self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

            if pos > 0 and self.long:
                if close > mean:
                    self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                    self.log('Closing long... %.2f' % close)

This drained all my available cash at broker.. so going back to my previous solution and I'll work from there.

Output:

Starting Portfolio Value: 100000.00
2020-06-08, Close 9766.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.95, Sell2 9795.78, Stop 9583.57
2020-06-08, Close 9764.69, Mean 9752.94, Buy1 9736.36, Sell1 9769.52, Buy2 9710.02, Sell2 9795.85, Stop 9583.57
2020-06-08, Close 9765.99, Mean 9753.04, Buy1 9736.46, Sell1 9769.62, Buy2 9710.13, Sell2 9795.96, Stop 9583.57
2020-06-08, Close 9748.40, Mean 9752.88, Buy1 9736.30, Sell1 9769.46, Buy2 9709.97, Sell2 9795.79, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9748.40
2020-06-08, Close 9754.18, Mean 9752.90, Buy1 9736.32, Sell1 9769.48, Buy2 9709.98, Sell2 9795.81, Stop 9583.57
2020-06-08, Close 9751.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.96, Sell2 9795.78, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9751.21
2020-06-08, Close 9743.68, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.60, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9743.68
2020-06-08, Close 9748.55, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9748.55
2020-06-08, Close 9749.98, Mean 9752.63, Buy1 9736.05, Sell1 9769.21, Buy2 9709.72, Sell2 9795.54, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.98
2020-06-08, Close 9750.05, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9750.05
2020-06-08, Close 9760.51, Mean 9752.71, Buy1 9736.13, Sell1 9769.29, Buy2 9709.80, Sell2 9795.62, Stop 9583.57
2020-06-08, Close 9755.00, Mean 9752.73, Buy1 9736.15, Sell1 9769.31, Buy2 9709.82, Sell2 9795.64, Stop 9583.57
2020-06-08, Close 9750.00, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.61, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9750.00
2020-06-08, Close 9746.81, Mean 9752.62, Buy1 9736.04, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.81
2020-06-08, Close 9750.27, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9750.27
2020-06-08, Close 9752.74, Mean 9752.58, Buy1 9736.01, Sell1 9769.16, Buy2 9709.67, Sell2 9795.50, Stop 9583.57
2020-06-08, Close 9754.03, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.52, Stop 9583.57
2020-06-08, Close 9749.99, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.99
2020-06-08, Close 9750.64, Mean 9752.55, Buy1 9735.97, Sell1 9769.13, Buy2 9709.64, Sell2 9795.47, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9750.64
2020-06-08, Close 9747.30, Mean 9752.49, Buy1 9735.91, Sell1 9769.07, Buy2 9709.58, Sell2 9795.40, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9747.30
2020-06-08, Close 9744.35, Mean 9752.43, Buy1 9735.86, Sell1 9769.01, Buy2 9709.52, Sell2 9795.35, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9744.35
2020-06-08, Close 9746.74, Mean 9752.40, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.74
2020-06-08, Close 9744.97, Mean 9752.27, Buy1 9735.69, Sell1 9768.84, Buy2 9709.36, Sell2 9795.18, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9744.97
2020-06-08, Close 9749.00, Mean 9752.23, Buy1 9735.65, Sell1 9768.81, Buy2 9709.32, Sell2 9795.14, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.00
2020-06-08, Close 9746.80, Mean 9752.17, Buy1 9735.59, Sell1 9768.75, Buy2 9709.26, Sell2 9795.08, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.80
2020-06-08, Close 9741.20, Mean 9751.81, Buy1 9735.24, Sell1 9768.39, Buy2 9708.91, Sell2 9794.72, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9741.20
2020-06-08, Close 9746.26, Mean 9751.70, Buy1 9735.12, Sell1 9768.27, Buy2 9708.79, Sell2 9794.60, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.26
2020-06-08, Close 9749.24, Mean 9751.67, Buy1 9735.09, Sell1 9768.25, Buy2 9708.76, Sell2 9794.58, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.24
2020-06-08, Close 9761.65, Mean 9751.72, Buy1 9735.14, Sell1 9768.30, Buy2 9708.81, Sell2 9794.63, Stop 9583.57
2020-06-08, Close 9761.17, Mean 9751.77, Buy1 9735.19, Sell1 9768.34, Buy2 9708.86, Sell2 9794.67, Stop 9583.57
2020-06-08, Close 9769.26, Mean 9751.87, Buy1 9735.29, Sell1 9768.45, Buy2 9708.96, Sell2 9794.78, Stop 9583.57
2020-06-08, Close 9765.29, Mean 9751.93, Buy1 9735.36, Sell1 9768.51, Buy2 9709.03, Sell2 9794.84, Stop 9583.57
2020-06-08, Close 9764.99, Mean 9752.00, Buy1 9735.42, Sell1 9768.57, Buy2 9709.09, Sell2 9794.90, Stop 9583.57
2020-06-08, Close 9767.91, Mean 9752.43, Buy1 9735.85, Sell1 9769.01, Buy2 9709.52, Sell2 9795.34, Stop 9583.57
2020-06-08, Close 9768.19, Mean 9752.74, Buy1 9736.16, Sell1 9769.32, Buy2 9709.83, Sell2 9795.65, Stop 9583.57
2020-06-08, Close 9761.22, Mean 9752.85, Buy1 9736.27, Sell1 9769.43, Buy2 9709.94, Sell2 9795.76, Stop 9583.57
2020-06-08, Close 9758.42, Mean 9752.97, Buy1 9736.39, Sell1 9769.55, Buy2 9710.06, Sell2 9795.88, Stop 9583.57
2020-06-08, Close 9755.81, Mean 9753.00, Buy1 9736.42, Sell1 9769.58, Buy2 9710.09, Sell2 9795.91, Stop 9583.57
2020-06-08, Close 9749.90, Mean 9752.99, Buy1 9736.41, Sell1 9769.57, Buy2 9710.07, Sell2 9795.90, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.90
2020-06-08, Close 9751.36, Mean 9752.98, Buy1 9736.40, Sell1 9769.56, Buy2 9710.07, Sell2 9795.89, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9751.36
2020-06-08, Close 9740.88, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9740.88
2020-06-08, Close 9747.44, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9747.44
2020-06-08, Close 9748.33, Mean 9752.56, Buy1 9735.98, Sell1 9769.14, Buy2 9709.65, Sell2 9795.47, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9748.33
2020-06-08, Close 9749.90, Mean 9752.54, Buy1 9735.96, Sell1 9769.12, Buy2 9709.63, Sell2 9795.45, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9749.90
2020-06-08, Close 9741.00, Mean 9752.39, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9741.00
2020-06-08, Close 9746.80, Mean 9752.34, Buy1 9735.77, Sell1 9768.92, Buy2 9709.43, Sell2 9795.25, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.80
2020-06-08, Close 9746.61, Mean 9752.28, Buy1 9735.71, Sell1 9768.86, Buy2 9709.37, Sell2 9795.19, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9746.61
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 1, Size: 1, Price: 9736.29896
Created: 2020-06-08 00:33:00 Price: 9736.298955328994 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 2, Size: 1, Price: 9736.29155
Created: 2020-06-08 00:35:00 Price: 9736.29155470442 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 3, Size: 1, Price: 9736.11193
Created: 2020-06-08 00:36:00 Price: 9736.111929566061 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 4, Size: 1, Price: 9736.06164
Created: 2020-06-08 00:37:00 Price: 9736.061644894588 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 5, Size: 1, Price: 9736.04927
Created: 2020-06-08 00:38:00 Price: 9736.049271101505 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 6, Size: 1, Price: 9736.03439
Created: 2020-06-08 00:39:00 Price: 9736.034389641902 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 7, Size: 1, Price: 9736.11408
Created: 2020-06-08 00:42:00 Price: 9736.114080702468 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 8, Size: 1, Price: 9736.03599
Created: 2020-06-08 00:43:00 Price: 9736.035992975514 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 9, Size: 1, Price: 9736.00286
Created: 2020-06-08 00:44:00 Price: 9736.00285874349 Size: 1
--------------------------------------------------------------------------------
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 10, Size: 1, Price: 9735.99812
Created: 2020-06-08 00:47:00 Price: 9735.99811721294 Size: 1

@ab_trader
Added "self.long = None" into my notify_order() and changed my next() to what you suggested

        """Initializing algorithm..."""
        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

            if pos > 0 and not self.long:
                if close > mean:
                    self.short = self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                    self.log('Closing long... %.2f' % close)

    def notify_order(self, order):
        date = self.data.datetime.datetime().date()

        if order.status == order.Completed:
            self.long = None
            print('-' * 32, ' NOTIFY ORDER ', '-' * 32)
            print('{} Order Completed'.format(order.info['name']))
            print('{}, Status {}: Ref: {}, Size: {}, Price: {}'.format(
                date,
                order.status,
                order.ref,
                order.size,
                'NA' if not order.price else round(order.price, 5)
            ))
            print('Created: {} Price: {} Size: {}'.format(bt.num2date(order.created.dt),
                                                          order.created.price, order.created.size))
            print('-' * 80)

    def notify_trade(self, trade):
        if trade.isclosed:
            dt = self.data.datetime.date()
            print('---------------------------- TRADE ---------------------------------')
            print("1: Data Name:                            {}".format(trade.data._name))
            print("2: Bar Num:                              {}".format(len(trade.data)))
            print("3: Current date:                         {}".format(dt))
            print('4: Status:                               Trade Complete')
            print('5: Ref:                                  {}'.format(trade.ref))
            print('6: PnL:                                  {}'.format(round(trade.pnl, 2)))
            print('--------------------------------------------------------------------')

output:

Starting Portfolio Value: 100000.00
2020-06-08, Close 9766.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.95, Sell2 9795.78, Stop 9583.57
2020-06-08, Close 9764.69, Mean 9752.94, Buy1 9736.36, Sell1 9769.52, Buy2 9710.02, Sell2 9795.85, Stop 9583.57
2020-06-08, Close 9765.99, Mean 9753.04, Buy1 9736.46, Sell1 9769.62, Buy2 9710.13, Sell2 9795.96, Stop 9583.57
2020-06-08, Close 9748.40, Mean 9752.88, Buy1 9736.30, Sell1 9769.46, Buy2 9709.97, Sell2 9795.79, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9748.40
2020-06-08, Close 9754.18, Mean 9752.90, Buy1 9736.32, Sell1 9769.48, Buy2 9709.98, Sell2 9795.81, Stop 9583.57
2020-06-08, Buy order is pending... 9754.18
2020-06-08, Close 9751.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.96, Sell2 9795.78, Stop 9583.57
2020-06-08, Buy order is pending... 9751.21
2020-06-08, Close 9743.68, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.60, Stop 9583.57
2020-06-08, Buy order is pending... 9743.68
2020-06-08, Close 9748.55, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Buy order is pending... 9748.55
2020-06-08, Close 9749.98, Mean 9752.63, Buy1 9736.05, Sell1 9769.21, Buy2 9709.72, Sell2 9795.54, Stop 9583.57
2020-06-08, Buy order is pending... 9749.98
2020-06-08, Close 9750.05, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Buy order is pending... 9750.05
2020-06-08, Close 9760.51, Mean 9752.71, Buy1 9736.13, Sell1 9769.29, Buy2 9709.80, Sell2 9795.62, Stop 9583.57
2020-06-08, Buy order is pending... 9760.51
2020-06-08, Close 9755.00, Mean 9752.73, Buy1 9736.15, Sell1 9769.31, Buy2 9709.82, Sell2 9795.64, Stop 9583.57
2020-06-08, Buy order is pending... 9755.00
2020-06-08, Close 9750.00, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.61, Stop 9583.57
2020-06-08, Buy order is pending... 9750.00
2020-06-08, Close 9746.81, Mean 9752.62, Buy1 9736.04, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Buy order is pending... 9746.81
2020-06-08, Close 9750.27, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9750.27
2020-06-08, Close 9752.74, Mean 9752.58, Buy1 9736.01, Sell1 9769.16, Buy2 9709.67, Sell2 9795.50, Stop 9583.57
2020-06-08, Buy order is pending... 9752.74
2020-06-08, Close 9754.03, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.52, Stop 9583.57
2020-06-08, Buy order is pending... 9754.03
2020-06-08, Close 9749.99, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9749.99
2020-06-08, Close 9750.64, Mean 9752.55, Buy1 9735.97, Sell1 9769.13, Buy2 9709.64, Sell2 9795.47, Stop 9583.57
2020-06-08, Buy order is pending... 9750.64
2020-06-08, Close 9747.30, Mean 9752.49, Buy1 9735.91, Sell1 9769.07, Buy2 9709.58, Sell2 9795.40, Stop 9583.57
2020-06-08, Buy order is pending... 9747.30
2020-06-08, Close 9744.35, Mean 9752.43, Buy1 9735.86, Sell1 9769.01, Buy2 9709.52, Sell2 9795.35, Stop 9583.57
2020-06-08, Buy order is pending... 9744.35
2020-06-08, Close 9746.74, Mean 9752.40, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Buy order is pending... 9746.74
2020-06-08, Close 9744.97, Mean 9752.27, Buy1 9735.69, Sell1 9768.84, Buy2 9709.36, Sell2 9795.18, Stop 9583.57
2020-06-08, Buy order is pending... 9744.97
2020-06-08, Close 9749.00, Mean 9752.23, Buy1 9735.65, Sell1 9768.81, Buy2 9709.32, Sell2 9795.14, Stop 9583.57
2020-06-08, Buy order is pending... 9749.00
2020-06-08, Close 9746.80, Mean 9752.17, Buy1 9735.59, Sell1 9768.75, Buy2 9709.26, Sell2 9795.08, Stop 9583.57
2020-06-08, Buy order is pending... 9746.80
2020-06-08, Close 9741.20, Mean 9751.81, Buy1 9735.24, Sell1 9768.39, Buy2 9708.91, Sell2 9794.72, Stop 9583.57
2020-06-08, Buy order is pending... 9741.20
2020-06-08, Close 9746.26, Mean 9751.70, Buy1 9735.12, Sell1 9768.27, Buy2 9708.79, Sell2 9794.60, Stop 9583.57
2020-06-08, Buy order is pending... 9746.26
2020-06-08, Close 9749.24, Mean 9751.67, Buy1 9735.09, Sell1 9768.25, Buy2 9708.76, Sell2 9794.58, Stop 9583.57
2020-06-08, Buy order is pending... 9749.24
2020-06-08, Close 9761.65, Mean 9751.72, Buy1 9735.14, Sell1 9768.30, Buy2 9708.81, Sell2 9794.63, Stop 9583.57
2020-06-08, Buy order is pending... 9761.65
2020-06-08, Close 9761.17, Mean 9751.77, Buy1 9735.19, Sell1 9768.34, Buy2 9708.86, Sell2 9794.67, Stop 9583.57
2020-06-08, Buy order is pending... 9761.17
2020-06-08, Close 9769.26, Mean 9751.87, Buy1 9735.29, Sell1 9768.45, Buy2 9708.96, Sell2 9794.78, Stop 9583.57
2020-06-08, Buy order is pending... 9769.26
2020-06-08, Close 9765.29, Mean 9751.93, Buy1 9735.36, Sell1 9768.51, Buy2 9709.03, Sell2 9794.84, Stop 9583.57
2020-06-08, Buy order is pending... 9765.29
2020-06-08, Close 9764.99, Mean 9752.00, Buy1 9735.42, Sell1 9768.57, Buy2 9709.09, Sell2 9794.90, Stop 9583.57
2020-06-08, Buy order is pending... 9764.99
2020-06-08, Close 9767.91, Mean 9752.43, Buy1 9735.85, Sell1 9769.01, Buy2 9709.52, Sell2 9795.34, Stop 9583.57
2020-06-08, Buy order is pending... 9767.91
2020-06-08, Close 9768.19, Mean 9752.74, Buy1 9736.16, Sell1 9769.32, Buy2 9709.83, Sell2 9795.65, Stop 9583.57
2020-06-08, Buy order is pending... 9768.19
2020-06-08, Close 9761.22, Mean 9752.85, Buy1 9736.27, Sell1 9769.43, Buy2 9709.94, Sell2 9795.76, Stop 9583.57
2020-06-08, Buy order is pending... 9761.22
2020-06-08, Close 9758.42, Mean 9752.97, Buy1 9736.39, Sell1 9769.55, Buy2 9710.06, Sell2 9795.88, Stop 9583.57
2020-06-08, Buy order is pending... 9758.42
2020-06-08, Close 9755.81, Mean 9753.00, Buy1 9736.42, Sell1 9769.58, Buy2 9710.09, Sell2 9795.91, Stop 9583.57
2020-06-08, Buy order is pending... 9755.81
2020-06-08, Close 9749.90, Mean 9752.99, Buy1 9736.41, Sell1 9769.57, Buy2 9710.07, Sell2 9795.90, Stop 9583.57
2020-06-08, Buy order is pending... 9749.90
2020-06-08, Close 9751.36, Mean 9752.98, Buy1 9736.40, Sell1 9769.56, Buy2 9710.07, Sell2 9795.89, Stop 9583.57
2020-06-08, Buy order is pending... 9751.36
2020-06-08, Close 9740.88, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Buy order is pending... 9740.88
2020-06-08, Close 9747.44, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9747.44
2020-06-08, Close 9748.33, Mean 9752.56, Buy1 9735.98, Sell1 9769.14, Buy2 9709.65, Sell2 9795.47, Stop 9583.57
2020-06-08, Buy order is pending... 9748.33
2020-06-08, Close 9749.90, Mean 9752.54, Buy1 9735.96, Sell1 9769.12, Buy2 9709.63, Sell2 9795.45, Stop 9583.57
2020-06-08, Buy order is pending... 9749.90
2020-06-08, Close 9741.00, Mean 9752.39, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Buy order is pending... 9741.00
2020-06-08, Close 9746.80, Mean 9752.34, Buy1 9735.77, Sell1 9768.92, Buy2 9709.43, Sell2 9795.25, Stop 9583.57
2020-06-08, Buy order is pending... 9746.80
2020-06-08, Close 9746.61, Mean 9752.28, Buy1 9735.71, Sell1 9768.86, Buy2 9709.37, Sell2 9795.19, Stop 9583.57
2020-06-08, Buy order is pending... 9746.61
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 1, Size: 1, Price: 9736.29896
Created: 2020-06-08 00:33:00 Price: 9736.298955328994 Size: 1
--------------------------------------------------------------------------------

Only issues one buy then it stops, now I'm trying:

        if pos == 0:
            if close < mean:
                self.long = self.buy(price=buy1, size=1, exectype=bt.Order.Limit)
                self.log('Close below mean buying step 1... %.2f' % close)

            if pos > 0 and self.long:
                if close > mean:
                    self.short = self.sell(price=sell1, size=-1, exectype=bt.Order.Limit)
                    self.log('Closing long... %.2f' % close)

If position size greater than zero and self.long instead of not self.long..
New output:

2020-06-08, Close 9766.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.95, Sell2 9795.78, Stop 9583.57
2020-06-08, Close 9764.69, Mean 9752.94, Buy1 9736.36, Sell1 9769.52, Buy2 9710.02, Sell2 9795.85, Stop 9583.57
2020-06-08, Close 9765.99, Mean 9753.04, Buy1 9736.46, Sell1 9769.62, Buy2 9710.13, Sell2 9795.96, Stop 9583.57
2020-06-08, Close 9748.40, Mean 9752.88, Buy1 9736.30, Sell1 9769.46, Buy2 9709.97, Sell2 9795.79, Stop 9583.57
2020-06-08, Close below mean buying step 1... 9748.40
2020-06-08, Close 9754.18, Mean 9752.90, Buy1 9736.32, Sell1 9769.48, Buy2 9709.98, Sell2 9795.81, Stop 9583.57
2020-06-08, Buy order is pending... 9754.18
2020-06-08, Close 9751.21, Mean 9752.87, Buy1 9736.29, Sell1 9769.45, Buy2 9709.96, Sell2 9795.78, Stop 9583.57
2020-06-08, Buy order is pending... 9751.21
2020-06-08, Close 9743.68, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.60, Stop 9583.57
2020-06-08, Buy order is pending... 9743.68
2020-06-08, Close 9748.55, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Buy order is pending... 9748.55
2020-06-08, Close 9749.98, Mean 9752.63, Buy1 9736.05, Sell1 9769.21, Buy2 9709.72, Sell2 9795.54, Stop 9583.57
2020-06-08, Buy order is pending... 9749.98
2020-06-08, Close 9750.05, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Buy order is pending... 9750.05
2020-06-08, Close 9760.51, Mean 9752.71, Buy1 9736.13, Sell1 9769.29, Buy2 9709.80, Sell2 9795.62, Stop 9583.57
2020-06-08, Buy order is pending... 9760.51
2020-06-08, Close 9755.00, Mean 9752.73, Buy1 9736.15, Sell1 9769.31, Buy2 9709.82, Sell2 9795.64, Stop 9583.57
2020-06-08, Buy order is pending... 9755.00
2020-06-08, Close 9750.00, Mean 9752.69, Buy1 9736.11, Sell1 9769.27, Buy2 9709.78, Sell2 9795.61, Stop 9583.57
2020-06-08, Buy order is pending... 9750.00
2020-06-08, Close 9746.81, Mean 9752.62, Buy1 9736.04, Sell1 9769.19, Buy2 9709.70, Sell2 9795.53, Stop 9583.57
2020-06-08, Buy order is pending... 9746.81
2020-06-08, Close 9750.27, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9750.27
2020-06-08, Close 9752.74, Mean 9752.58, Buy1 9736.01, Sell1 9769.16, Buy2 9709.67, Sell2 9795.50, Stop 9583.57
2020-06-08, Buy order is pending... 9752.74
2020-06-08, Close 9754.03, Mean 9752.61, Buy1 9736.03, Sell1 9769.19, Buy2 9709.70, Sell2 9795.52, Stop 9583.57
2020-06-08, Buy order is pending... 9754.03
2020-06-08, Close 9749.99, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9749.99
2020-06-08, Close 9750.64, Mean 9752.55, Buy1 9735.97, Sell1 9769.13, Buy2 9709.64, Sell2 9795.47, Stop 9583.57
2020-06-08, Buy order is pending... 9750.64
2020-06-08, Close 9747.30, Mean 9752.49, Buy1 9735.91, Sell1 9769.07, Buy2 9709.58, Sell2 9795.40, Stop 9583.57
2020-06-08, Buy order is pending... 9747.30
2020-06-08, Close 9744.35, Mean 9752.43, Buy1 9735.86, Sell1 9769.01, Buy2 9709.52, Sell2 9795.35, Stop 9583.57
2020-06-08, Buy order is pending... 9744.35
2020-06-08, Close 9746.74, Mean 9752.40, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Buy order is pending... 9746.74
2020-06-08, Close 9744.97, Mean 9752.27, Buy1 9735.69, Sell1 9768.84, Buy2 9709.36, Sell2 9795.18, Stop 9583.57
2020-06-08, Buy order is pending... 9744.97
2020-06-08, Close 9749.00, Mean 9752.23, Buy1 9735.65, Sell1 9768.81, Buy2 9709.32, Sell2 9795.14, Stop 9583.57
2020-06-08, Buy order is pending... 9749.00
2020-06-08, Close 9746.80, Mean 9752.17, Buy1 9735.59, Sell1 9768.75, Buy2 9709.26, Sell2 9795.08, Stop 9583.57
2020-06-08, Buy order is pending... 9746.80
2020-06-08, Close 9741.20, Mean 9751.81, Buy1 9735.24, Sell1 9768.39, Buy2 9708.91, Sell2 9794.72, Stop 9583.57
2020-06-08, Buy order is pending... 9741.20
2020-06-08, Close 9746.26, Mean 9751.70, Buy1 9735.12, Sell1 9768.27, Buy2 9708.79, Sell2 9794.60, Stop 9583.57
2020-06-08, Buy order is pending... 9746.26
2020-06-08, Close 9749.24, Mean 9751.67, Buy1 9735.09, Sell1 9768.25, Buy2 9708.76, Sell2 9794.58, Stop 9583.57
2020-06-08, Buy order is pending... 9749.24
2020-06-08, Close 9761.65, Mean 9751.72, Buy1 9735.14, Sell1 9768.30, Buy2 9708.81, Sell2 9794.63, Stop 9583.57
2020-06-08, Buy order is pending... 9761.65
2020-06-08, Close 9761.17, Mean 9751.77, Buy1 9735.19, Sell1 9768.34, Buy2 9708.86, Sell2 9794.67, Stop 9583.57
2020-06-08, Buy order is pending... 9761.17
2020-06-08, Close 9769.26, Mean 9751.87, Buy1 9735.29, Sell1 9768.45, Buy2 9708.96, Sell2 9794.78, Stop 9583.57
2020-06-08, Buy order is pending... 9769.26
2020-06-08, Close 9765.29, Mean 9751.93, Buy1 9735.36, Sell1 9768.51, Buy2 9709.03, Sell2 9794.84, Stop 9583.57
2020-06-08, Buy order is pending... 9765.29
2020-06-08, Close 9764.99, Mean 9752.00, Buy1 9735.42, Sell1 9768.57, Buy2 9709.09, Sell2 9794.90, Stop 9583.57
2020-06-08, Buy order is pending... 9764.99
2020-06-08, Close 9767.91, Mean 9752.43, Buy1 9735.85, Sell1 9769.01, Buy2 9709.52, Sell2 9795.34, Stop 9583.57
2020-06-08, Buy order is pending... 9767.91
2020-06-08, Close 9768.19, Mean 9752.74, Buy1 9736.16, Sell1 9769.32, Buy2 9709.83, Sell2 9795.65, Stop 9583.57
2020-06-08, Buy order is pending... 9768.19
2020-06-08, Close 9761.22, Mean 9752.85, Buy1 9736.27, Sell1 9769.43, Buy2 9709.94, Sell2 9795.76, Stop 9583.57
2020-06-08, Buy order is pending... 9761.22
2020-06-08, Close 9758.42, Mean 9752.97, Buy1 9736.39, Sell1 9769.55, Buy2 9710.06, Sell2 9795.88, Stop 9583.57
2020-06-08, Buy order is pending... 9758.42
2020-06-08, Close 9755.81, Mean 9753.00, Buy1 9736.42, Sell1 9769.58, Buy2 9710.09, Sell2 9795.91, Stop 9583.57
2020-06-08, Buy order is pending... 9755.81
2020-06-08, Close 9749.90, Mean 9752.99, Buy1 9736.41, Sell1 9769.57, Buy2 9710.07, Sell2 9795.90, Stop 9583.57
2020-06-08, Buy order is pending... 9749.90
2020-06-08, Close 9751.36, Mean 9752.98, Buy1 9736.40, Sell1 9769.56, Buy2 9710.07, Sell2 9795.89, Stop 9583.57
2020-06-08, Buy order is pending... 9751.36
2020-06-08, Close 9740.88, Mean 9752.64, Buy1 9736.06, Sell1 9769.22, Buy2 9709.73, Sell2 9795.55, Stop 9583.57
2020-06-08, Buy order is pending... 9740.88
2020-06-08, Close 9747.44, Mean 9752.58, Buy1 9736.00, Sell1 9769.16, Buy2 9709.67, Sell2 9795.49, Stop 9583.57
2020-06-08, Buy order is pending... 9747.44
2020-06-08, Close 9748.33, Mean 9752.56, Buy1 9735.98, Sell1 9769.14, Buy2 9709.65, Sell2 9795.47, Stop 9583.57
2020-06-08, Buy order is pending... 9748.33
2020-06-08, Close 9749.90, Mean 9752.54, Buy1 9735.96, Sell1 9769.12, Buy2 9709.63, Sell2 9795.45, Stop 9583.57
2020-06-08, Buy order is pending... 9749.90
2020-06-08, Close 9741.00, Mean 9752.39, Buy1 9735.82, Sell1 9768.97, Buy2 9709.48, Sell2 9795.31, Stop 9583.57
2020-06-08, Buy order is pending... 9741.00
2020-06-08, Close 9746.80, Mean 9752.34, Buy1 9735.77, Sell1 9768.92, Buy2 9709.43, Sell2 9795.25, Stop 9583.57
2020-06-08, Buy order is pending... 9746.80
2020-06-08, Close 9746.61, Mean 9752.28, Buy1 9735.71, Sell1 9768.86, Buy2 9709.37, Sell2 9795.19, Stop 9583.57
2020-06-08, Buy order is pending... 9746.61
--------------------------------  NOTIFY ORDER  --------------------------------
AutoOrderedDict() Order Completed
2020-06-08, Status 4: Ref: 1, Size: 1, Price: 9736.29896
Created: 2020-06-08 00:33:00 Price: 9736.298955328994 Size: 1
--------------------------------------------------------------------------------
2020-06-08, Close 9740.00, Mean 9752.12, Buy1 9735.54, Sell1 9768.70, Buy2 9709.21, Sell2 9795.03, Stop 9583.57
2020-06-08, Close 9742.04, Mean 9752.01, Buy1 9735.43, Sell1 9768.59, Buy2 9709.10, Sell2 9794.92, Stop 9583.57
2020-06-08, Close 9740.01, Mean 9751.88, Buy1 9735.31, Sell1 9768.46, Buy2 9708.98, Sell2 9794.79, Stop 9583.57
2020-06-08, Close 9748.58, Mean 9751.86, Buy1 9735.28, Sell1 9768.44, Buy2 9708.95, Sell2 9794.77, Stop 9583.57
2020-06-08, Close 9745.62, Mean 9751.83, Buy1 9735.25, Sell1 9768.41, Buy2 9708.92, Sell2 9794.74, Stop 9583.57
2020-06-08, Close 9747.26, Mean 9751.80, Buy1 9735.23, Sell1 9768.38, Buy2 9708.90, Sell2 9794.71, Stop 9583.57
2020-06-08, Close 9741.02, Mean 9751.69, Buy1 9735.11, Sell1 9768.27, Buy2 9708.79, Sell2 9794.60, Stop 9583.57
2020-06-08, Close 9757.18, Mean 9751.76, Buy1 9735.18, Sell1 9768.34, Buy2 9708.85, Sell2 9794.66, Stop 9583.57
2020-06-08, Close 9750.71, Mean 9751.75, Buy1 9735.17, Sell1 9768.32, Buy2 9708.84, Sell2 9794.65, Stop 9583.57
2020-06-08, Close 9743.98, Mean 9751.70, Buy1 9735.13, Sell1 9768.28, Buy2 9708.80, Sell2 9794.61, Stop 9583.57

Which is the same output as before... now I'm back to square 0.
Well thanks anyways I'll keep at it.
If this was easy it would not be worthwhile.