def next(self):
 super().init()
 price = self.data.Close
 # Long Exit
 if (self.position) and crossover(self.lema, self.lrs):
 # Close any existing long trades, and sell the asset
 self.position.close()
 # Long Entry
 elif (not self.position) and crossover(self.lrs, self.lema) and (price >= self.ema):
 self.buy(sl=(1-self.stop_loss/100)*price)

 bt = Backtest(df, myStrategy, cash=10000, commission=0, trade_on_close=True, exclusive_orders=False, hedging=False)

File ~\AppData\Roaming\Python\Python311\site-packages\backtesting\backtesting.py:713, in _Broker.new_order(self, size, limit, stop, sl, tp, trade)
 711 if is_long:
 712 if not (sl or -np.inf) < (limit or stop or adjusted_price) < (tp or np.inf):
--> 713 raise ValueError(
 714 "Long orders require: "
 715 f"SL ({sl}) < LIMIT ({limit or stop or adjusted_price}) < TP ({tp})")
 716 else:
 717 if not (tp or -np.inf) < (limit or stop or adjusted_price) < (sl or np.inf):
ValueError: Long orders require: SL (0.4557679295539856) < LIMIT (0.4557679295539856) < TP (None)