Hi guys,

I am trying to apply the Bollinger Bands feature of the TA Lib for each security within a set universe, but am not sure how to extract the upper band, lower band, or moving average. I read the API documentation but am getting runtime errors when I try to extract the 0th, 1st, or 2nd element from the tuple. Can someone please help me with my syntax?

I tried to mimic the RSI example on the forums using TA Lib but I had no luck.

Best,
Joe

import pandas  
import numpy as np  
import math

bband = ta.BBANDS(timeperiod=10,nbdevup=2,nbdevdn=2,matype=0)

def initialize(context):  
    set_universe(universe.DollarVolumeUniverse(99.5, 100.0))  
    context.SPY=sid(8554)  
#Sets notional post trade limits  
    context.max_notional = 1000000.0  
    context.min_notional = -1000000.0

def handle_data(context, data):  
    for sid in data:  
        bband_data=bband(data)  
        price = data[sid].price  
        if not np.isnan(bband[data[sid]][0]):  
            if (price <= bband_data[data[sid]][2]):  
                order(data[sid], 100)  
                log.info("bought 100 shares of " + str(data[sid]) + " at " + str(price) + " and mavg was " + str(bband_data[data[sid]][1]) + ".")  
            #If currently long then we sell  
            #This avoids shorting  
            elif (price >= bband_data[data[sid]][0]):  
                order(data[sid], -100)  
                log.info("sold 100 shares of " + str(context.sid_names[sid]) + " at " + str(price) + " and mavg was " + str(ta.BBANDS(10,2,2))[1]))  
   # record(upperbband=bband_data[data[sid]][0],lowerbband=bband_data[data[sid]][2])