Hey @jeff-lee would love to get some feedback on the trading logic? Would really appreciate your insight.

def __init__(self):
        self.dataclose = self.datas[0].close
        self.datavolume = self.datas[0].volume
        self.datalow = self.datas[0].low
        self.sma_veryfast = btind.MovingAverageSimple(self.dataclose, period=10)
        self.sma_fast = btind.MovingAverageSimple(self.dataclose, period=20)
        self.sma_mid = btind.MovingAverageSimple(self.dataclose, period=50)
        self.sma_slow = btind.MovingAverageSimple(self.dataclose, period=100)
        self.sma_veryslow = btind.MovingAverageSimple(self.dataclose, period=200)

        # BollingerBandsWidth = upperband - lowerband/middleband.
        self.bbw = BollingerBandsW()
        self.boll = btind.BollingerBands(self.dataclose)
        self.std = btind.StdDev(self.bbw.l.bbw, period=100)
        self.lines_bbw = (self.boll.l.top - self.boll.l.bot) / self.boll.l.mid
        
        self.volatility_level = VolatilityLevel()
        self.low_volatility_level = self.volatility_level.l.VLI_fast < self.volatility_level.l.VLI_slow
        self.high_volatility_level = self.volatility_level.l.VLI_fast > self.volatility_level.l.VLI_slow
        self.extreme_volatility_level = self.bbw.l.bbw > self.volatility_level.l.VLI_top
        self.vol_condition = (btind.MovingAverageSimple(self.datavolume, period=10) >
                              btind.MovingAverageSimple(self.datavolume, period=50))
        self.crossdown_boll_top = bt.ind.CrossDown(self.dataclose, self.boll.top)
        self.crossup_boll_bot = bt.ind.CrossUp(self.dataclose, self.boll.bot)
       
        self.highest_high = btind.Highest(self.dataclose, period=20)
        self.low_of_last_candle = self.datalow[0]
        self.close_of_price = self.dataclose[0]
        self.stop_win = None
        self.stop_loss = None
        self.order = None

    @staticmethod
    def get_params():
        return dict()

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return

        if order.status == order.Completed:
            if order.isbuy():
                self.stop_loss = self.stop_loss if self.stop_loss else 0.05 * self.dataclose[-1]

                take_profit = order.executed.price * (1.0 + self.stop_loss)
                sl_ord = self.sell(exectype=bt.Order.Stop,
                                   price=order.executed.price * (1.0 - self.stop_loss))
                sl_ord.addinfo(name="Stop")
                tkp_ord = self.buy(exectype=bt.Order.Limit,
                                   price=take_profit)
                tkp_ord.addinfo(name="Prof")

                if self.stop_win:
                    self.sell(price=(order.executed.price * (1 + self.stop_win)),
                              exectype=bt.Order.Limit)

        self.order = None

    def _next(self):
        if self.order:
            return

        if self.crossdown_boll_top and self.vol_condition:
            if self.close_of_price > self.sma_fast:
                if self.bbw.bbw < self.volatility_level.l.VLI_top:
                    if self.low_volatility_level:
                        if self.sma_mid > self.sma_veryslow:
                            self.buy()
                    else:
                        self.buy()
            elif self.sma_slow > self.sma_veryslow:
                self.buy()
                self.stop_loss = self.low_of_last_candle 

        if self.crossup_boll_bot and self.vol_condition:
            self.close()
            self.stop_loss = None
            self.stop_win = None
            portfolio_value = self.broker.get_value()
            trade_profit = self.broker.get_value([self.data]) / portfolio_value

            if trade_profit > 0.03:
                self.stop_win = 0.01
            elif trade_profit > 0.20:
                self.stop_win = 0.15
            elif trade_profit > 0.25:
                self.stop_win = 0.20
            elif trade_profit > 0.30:
                self.stop_win = 0.25
            elif trade_profit > 0.35:
                self.stop_win = 0.30
            elif trade_profit > 0.40:
                self.stop_win = 0.35

        if self.crossup_boll_bot and self.vol_condition:
            self.sell()
            self.stop_loss = self.highest_high