Creating unique identifiers on my indicator.

[cept0r]

Hey I've been working on my mean reversion strategy but I'm having a hard time creating a unique identifier for each respective band.
Here is my code so far:

import backtrader as bt


class MeanReversionLong(bt.Strategy):

    lines = ('kama',
             'top1',
             'bot1',
             'top2',
             'bot2',
             'top3',
             'bot3',
             'top4',
             'bot4')

    params = (
        ('period', 30),
        ('fast', 1.4),
        ('slow', 7.7),
        ('perc1', 0.3),
        ('perc2', 0.6),
        ('perc3', 0.9),
        ('perc4', 1.35)
    )

    """Create and define indicator(s)"""
    def __init__(self):
        self.ama1 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period,
                                                                fast=self.p.fast,
                                                                slow=self.p.slow,
                                                                perc=self.p.perc1,
                                                                plotname='ama1')
        plotlinelabels =
        #  Plot and give each individual band a unique identifier, 1st step
        #  Formula for the upper band is: Kama * (1 + 0.3%) switch out + with - for the below band

        self.ama2 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period,
                                                                fast=self.p.fast,
                                                                slow=self.p.slow,
                                                                perc=self.p.perc2,
                                                                plotname='ama2')
        #  Plot and give each individual band a unique identifier, 2nd step
        #  Formula for the upper band is: Kama * (1 + 0.6%) switch out + with - for the below band

        self.ama3 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period,
                                                                fast=self.p.fast,
                                                                slow=self.p.slow,
                                                                perc=self.p.perc3,
                                                                plotname='ama3')
        #  Plot and give each individual band a unique identifier, 3rd step
        #  Formula for the upper band is: Kama * (1 + 0.9%) switch out + with - for the below band

        self.ama4 = bt.indicators.AdaptiveMovingAverageEnvelope(period=self.p.period,
                                                                fast=self.p.fast,
                                                                slow=self.p.slow,
                                                                perc=self.p.perc4,
                                                                plotname='ama4')
        #  Plot and give each individual band a unique identifier, 4th step
        #  Formula for the upper band is: Kama * (1 + 1.35%) switch out + with - for the below band

    """Define trade logic"""
    def __next__(self):
        pass

What I want is to be able to use each top and bottom band and make them display values when I plot. So far my output is:
As you can see here I can only access the moving average, what is the best way to create unique identifiers for each respective band so I can easily access them in:

def __next__(self):

I've tried doing this to no effect:

self.l.top1 = self.ama1(self.p.period * (1 + self.p.perc1)
bt.LinePlotterIndicator(self.l.top1, name='top1)

What am I doing wrong?

cept0r

[cept0r]

Solved it!
After hours of trying different things I managed to solve it using this code:

    def __init__(self):
        self.ama = bt.indicators.AdaptiveMovingAverage(period=self.p.period,
                                                       fast=self.p.fast,
                                                       slow=self.p.slow,
                                                       plotname='AdaptiveMovingAverage',
                                                       color='yellow')

        #  Create upper & lower band 1
        self.l.top = self.ama * (1 + self.p.perc / 100)
        top = bt.LinePlotterIndicator(self.l.top, name='top', subplot=False)
        top.plotinfo.plotname = 'top'

        self.l.bot = self.ama * (1 - self.p.perc / 100)
        bot = bt.LinePlotterIndicator(self.l.bot, name='bot', subplot=False)
        bot.plotinfo.plotname = 'bot'

        #  Create upper & lower band 2
        self.l.top2 = self.ama * (1 + self.p.perc2 / 100)
        top2 = bt.LinePlotterIndicator(self.l.top2, name='top2', color='cyan', subplot=False)
        top2.plotinfo.plotname = 'top2'

        self.l.bot2 = self.ama * (1 - self.p.perc2 / 100)
        bot2 = bt.LinePlotterIndicator(self.l.bot2, name='bot2', color='cyan', subplot=False)
        bot2.plotinfo.plotname = 'bot2'

        #  Create upper & lower band 3
        self.l.top3 = self.ama * (1 + self.p.perc3 / 100)
        top2 = bt.LinePlotterIndicator(self.l.top3, name='top3', color='red', subplot=False)
        top2.plotinfo.plotname = 'top3'

        self.l.bot3 = self.ama * (1 - self.p.perc3 / 100)
        bot2 = bt.LinePlotterIndicator(self.l.bot3, name='bot3', color='red', subplot=False)
        bot2.plotinfo.plotname = 'bot3'

        #  Create upper & lower band 4
        self.l.top4 = self.ama * (1 + self.p.perc4 / 100)
        top2 = bt.LinePlotterIndicator(self.l.top4, name='top4', color='orange', subplot=False)
        top2.plotinfo.plotname = 'top4'

        self.l.bot4 = self.ama * (1 - self.p.perc4 / 100)
        bot2 = bt.LinePlotterIndicator(self.l.bot4, name='bot4', color='orange', subplot=False)
        bot2.plotinfo.plotname = 'bot4'

[ab_trader]

This can be wrapped into single indicator:

class AmaBands(bt.Indicator):

    lines = ('ama', 'top', 'bot', 'top2', 'bot2', 'top3', 'bot3', 'top4', 'bot4')

    params = (('period',2), ('fast',2), ('slow',5), 
              ('perc', 1.0), ('perc2', 2.0), ('perc3', 3.0), ('perc4', 4.0))
    
    plotlines = dict(ama=dict(color='yellow'),
                     top=dict(color='blue'), bot=dict(color='blue'),
                     top2=dict(color='cyan'), bot2=dict(color='cyan'),
                     top3=dict(color='green'), bot3=dict(color='green'),
                     top4=dict(color='orange'), bot4=dict(color='orange'),)

    def __init__(self):

        self.lines.ama = bt.indicators.AdaptiveMovingAverage(
            period=self.p.period, fast=self.p.fast, slow=self.p.slow)

        self.lines.top = self.ama * (1 + self.p.perc/100)
        self.lines.top2 = self.ama * (1 + self.p.perc2/100)
        self.lines.top3 = self.ama * (1 + self.p.perc3/100)
        self.lines.top4 = self.ama * (1 + self.p.perc4/100)

        self.lines.bot = self.ama * (1 - self.p.perc/100)
        self.lines.bot2 = self.ama * (1 - self.p.perc2/100)
        self.lines.bot3 = self.ama * (1 - self.p.perc3/100)
        self.lines.bot4 = self.ama * (1 - self.p.perc4/100)

Then called in the strategy:

    def __init__(self):
        self.dataclose = self.datas[0].close
        self.ind = AmaBands(plot=True, subplot=False)

    def next(self):
        self.log('%0.2f, %0.2f, %0.2f' % (
                 self.dataclose[0], self.ind.top[0], self.ind.bot[0]))

[cept0r]

@ab_trader
Oh sweet!
Thanks