I kindly ask for some help to convert this indicator form pine-script to python backtrader lib.
Unfortunately I cam on my limit of my skills. Please have a look on the upper- and lower-band part which makes trouble.

Full Pine-Script Code:

//@version=5
// 
// Copyright (C) 2017 CC BY, whentotrade / Lars von Thienen
// Source:
// Book: Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles (2017)
// Chapter 4: "Fine-tuning technical indicators for more details on the cRSI Indicator
// 
// Usage: 
// You need to derive the dominant cycle as input parameter for the cycle length as described in chapter 4.
//
// License: 
// This work is licensed under a Creative Commons Attribution 4.0 International License.
// You are free to share the material in any medium or format and remix, transform, and build upon the material for any purpose, 
// even commercially. You must give appropriate credit to the authors book and website, provide a link to the license, and indicate 
// if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. 
//
indicator(title='RSI cyclic smoothed', shorttitle='cRSI')
timeframe_request(_symbol, _res, _src) => request.security(_symbol, _res, _src[barstate.isrealtime ? 1 : 0])

domcycle = input.int(50, minval=10, title='Dominant Cycle Length')
smoothed = input.int(1, minval=1, title="Smoothed")

enable_long_trigger  = input.bool(false, 'Long threshold', group = 'Signals', inline = "long")
long_trigger         = input.int(68, '', minval=1, maxval=99, group = 'Signals', inline = "long")
enable_short_trigger = input.bool(false, 'Short threshold', group = 'Signals', inline = "short")
short_trigger        = input.int(42, '', minval=1, maxval=99, group = 'Signals', inline = "short")
crsi_tf              = input.timeframe("", "cRSi timeframe")
crsi_source          = input.source(close, 'source')
crsi_source_         = timeframe_request('', crsi_tf, crsi_source)

crsi_ = 0.0
cyclelen = domcycle / 2
vibration = 10
leveling = 10.0
cyclicmemory = domcycle * 2

h1 = hline(30, color=color.silver, linestyle=hline.style_dashed)
h2 = hline(70, color=color.silver, linestyle=hline.style_dashed)

torque = 2.0 / (vibration + 1)
phasingLag = (vibration - 1) / 2.0

up = ta.ema(math.max(ta.change(crsi_source_), 0), cyclelen)
down = ta.ema(-math.min(ta.change(crsi_source_), 0), cyclelen)
rsi = ta.rsi(crsi_source_, cyclelen)
crsi_ := ta.ema( torque * (2 * rsi - rsi[phasingLag]) + (1 - torque) * nz(crsi_[1]) , smoothed )
crsi = request.security("", crsi_tf, crsi_) //Not necesarry for python

lmax = -999999.0
lmin = 999999.0

// Does it make sense to check if "999999.0 > lmax" and same with lmin?
for i = 0 to cyclicmemory - 1 by 1
    if nz(crsi[i], -999999.0) > lmax
        lmax := nz(crsi[i])
        lmax
    else
        if nz(crsi[i], 999999.0) < lmin
            lmin := nz(crsi[i])
            lmin
//------------------------------------------------------------------

mstep = (lmax - lmin) / 100
aperc = leveling / 100

db = 0.0
for steps = 0 to 100 by 1
    testvalue = lmin + mstep * steps
    above = 0
    below = 0
    for m = 0 to cyclicmemory - 1 by 1
        below += (crsi[m] < testvalue ? 1 : 0)
        below
    
    //Strange how you can divide in case below = 0?
    ratio = below / cyclicmemory
    if ratio >= aperc
        db := testvalue
        break
    else
        continue

ub = 0.0
for steps = 0 to 100 by 1
    testvalue = lmax - mstep * steps
    above = 0
    for m = 0 to cyclicmemory - 1 by 1
        above += (crsi[m] >= testvalue ? 1 : 0)
        above

    ratio = above / cyclicmemory
    if ratio >= aperc
        ub := testvalue
        break
    else
        continue


lowband = plot(db, 'LowBand', color.new(color.aqua, 0))
highband = plot(ub, 'HighBand', color.new(color.aqua, 0))
plot(crsi, 'CRSI', color.new(color.fuchsia, 0))

Here we go with my python code:

import backtrader as bt
import backtrader.analyzers as btanalyzers
import backtrader.indicators as btind
import yfinance as yf
import matplotlib as plt
import numpy as np
import pandas as pd
from datetime import datetime

class CycledRSI(bt.Indicator):
    lines = ('crsi',
             'lower_band',
             'upper_band',)

    params = (
        ('domcycle', 44),
        ('smoothed', 1),
        ('leveling', 10.0)
        )

    def __init__(self):
      src      = self.data.close
      domcycle = self.params.domcycle
      smoothing = self.params.smoothed
      leveling = self.params.leveling

      cyclelen = int(domcycle / 2)
      vibration = 10

      torque = 2.0 / (vibration + 1)
      phasingLag = int((vibration - 1) / 2.0)

      rsi = bt.ind.RSI(src, period=cyclelen)

      # Calculate CRSI
      if len(rsi) > phasingLag:
          crsi = torque * (2 * rsi - rsi(-phasingLag)) + (1 - torque) * self.l.crsi(-1)
      else:
          crsi = rsi
      self.lines.crsi = crsi #return object

      # Until here works fine to me. Problem start with from here

      # Calculate lmax and lmin - not working yet
      self.db = 0.0
      self.ub = 100.0
      lmax = -999999.0
      lmin =  999999.0
      cyclicmemory = int(domcycle * 2)

      # I skipped this lines of code from pine script because they didn't made sense to me. But maybe you know better!
      # for i = 0 to cyclicmemory - 1 by 1
      #   if nz(crsi[i], -999999.0) > lmax
      #       lmax := nz(crsi[i])
      #       lmax
      #   else
      #       if nz(crsi[i], 999999.0) < lmin
      #           lmin := nz(crsi[i])
      #           lmin

      mstep = (lmax - lmin) / 100
      aperc = leveling / 100

      for steps in range(100):
          testvalue = lmin + mstep * steps
          for m in range(cyclicmemory-1):
            if crsi[m] < testvalue: //Error: Array out of range!
              below += 1
            else:
              below += 0
            ratio = below / cyclicmemory
            if ratio >= aperc:
                self.db = testvalue
                break
            else:
              continue

      #another way to try upper-band not finish!
      for steps in range(100):
          testvalue = lmax - mstep * steps
          for m in range(cyclicmemory-1):
            above = np.sum(crsi >= testvalue)
            ratio = above / cyclicmemory
            if ratio >= aperc:
                self.ub = testvalue
                break

    def next(self):
      # next function can return values. Otherwise we need return a object.
      self.lines.upper_band[0] = self.ub
      self.lines.lower_band[0] = self.db

class MyTPstrat(bt.Strategy):
def __init__(self):
    for data in self.datas:
      crsi = CycledRSI(data)
    [...]

cerebro = bt.Cerebro()

#for now just one asset
df = yf.download("BTC-USD", start='2023-02-01')
data = bt.feeds.PandasData(dataname=df)
cerebro.adddata(data)

#Strategy Settings
cerebro.addstrategy(MyTPstrat)
cerebro.broker.setcash(1000)  # Set initial cash
cerebro.broker.setcommission(commission=(0.08/100))  # Set commission

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

cerebro.run()

#Plot
plt.rcParams['figure.figsize'] = [15, 10]
plt.rcParams.update({'font.size': 12})
cerebro.plot(iplot = False, )

Chart looks good but bands not working of cause.
enter image description here

I added some comments on line which not makes sense to me. But maybe there is a reason because of pine script “bugs” or it’s limit.

I tried different way to convert the upper and lower bands. The current code makes so most sense to me but probably need a little push in the logic.

I would appreciate if anybody can help me with the Error. It seems that I didn’t convert it correctly. 🙂