Consider declaring indicators once in __init__:
self.HighestC = bt.indicators.Highest(self.data, period=9)
self.LowestC = bt.indicators.Lowest(self.data, period=9)
and then use
self.l.Stoc[0] = (self.data[0]-self.LowestC[0])/(self.HighestC[0]-self.LowestC[0])
Alternatively in __init__ only:
HighestC = bt.indicators.Highest(self.data, period=9)
LowestC = bt.indicators.Lowest(self.data, period=9)
self.l.Stoc = (self.data-LowestC)/(HighestC-LowestC)
__init__ is called only once and only declares the indicators as objects, no computation is done during __init__ but they are handled automatically.
The same applies when using operators to combine indicators, see https://www.backtrader.com/docu/concepts.html#operators-using-natural-constructs
See also https://www.backtrader.com/docu/induse.html and https://www.backtrader.com/docu/inddev.html