[Python] How to preserve state across bars in @sec_context in TakeProfit's Indie?

I'm trying to port an indicator from Pine Script to TakeProfit's Indie V5. I use @sec_context to get higher-timeframe values, similar to request.security() in Pine.

In PineScript, I can use var to keep a persistent value between HTF bars. In Indie, I want to do the same — preserve MutSeriesF values like up1_htf, dn1_htf, etc., across HTF bars.

What I tried:

I created a secondary context class like this:

from indie import SecContext, MutSeriesF

class AndeanHTFContext(SecContext):
def __init__(self):
self.up1_htf = self.new_mut_series_f(self.close[0])
self.dn1_htf = self.new_mut_series_f(self.close[0])
self.up2_htf = self.new_mut_series_f(self.close[0] ** 2)
self.dn2_htf = self.new_mut_series_f(self.close[0] ** 2)

def calc(self, length: int, atrLength: int, volumeLength: int):
# update state with new values
...
return bull, bear


Then in my main class:

@indicator(...)
@param.time_frame('htf', default='60m')
class Main(MainContext):
def __init__(self, htf):
self.bull_htf, self.bear_htf = self.calc_on(AndeanHTFContext, time_frame=htf)


The problem: Indie gives this error:

Error: 12:23 declare ctx parameter of __init__ method of secondary context as an indicator input parameter by applying the corresponding @indie.param decorator to Main
​

But SecContext doesn’t seem to allow a ctx or any input to __init__ — it's supposed to be empty.

If I try to pass a Context object manually, or use self in __init__, it still errors out.

What I want" A pattern to initialize persistent series once, and use them in @sec_context, just like Pine's var inside request.security().

How do I keep MutSeriesF values between HTF bars and avoid resetting them on every HTF calc call?

Here is a full indicator code:

# indie:lang_version = 5
from math import sqrt, isnan, nan
from indie import (
indicator, param, color, plot, SecContext,
MainContext, MutSeriesF, TimeFrame, sec_context, param_ref, Context
)
from indie.algorithms import Atr, Sma, Ema
from indie.plot import marker_style, marker_position


class AndeanHTFContext(SecContext):
def __init__(self, ctx: Context):
self.ctx = ctx
self.up1_htf = self.new_mut_series_f(ctx.close[0])
self.dn1_htf = self.new_mut_series_f(ctx.close[0])
self.up2_htf = self.new_mut_series_f(ctx.close[0] ** 2)
self.dn2_htf = self.new_mut_series_f(ctx.close[0] ** 2)

def calc(self, length: int, atrLength: int, volumeLength: int) -> tuple[float, float]:
atr_series = Atr.new(atrLength)
atr_now = atr_series[0]
atr_ref = Sma.new(atr_series, atrLength)[0]
alpha = 2 / (length + 1)
alpha = max(min(alpha * (atr_now / atr_ref), 1), 0.001)

vol = self.ctx.volume[0]
avgVol = Sma.new(self.ctx.volume, volumeLength)[0]
volFactor = vol / avgVol if avgVol != 0 else 1.0

c = self.ctx.close[0]
o = self.ctx.open[0]
c2 = c * c
o2 = o * o

self.up1_htf[0] = max(c, o, self.up1_htf[1] - alpha * (self.up1_htf[1] - c)) if not isnan(self.up1_htf[1]) else c
self.dn1_htf[0] = min(c, o, self.dn1_htf[1] + alpha * (c - self.dn1_htf[1])) if not isnan(self.dn1_htf[1]) else c
self.up2_htf[0] = max(c2, o2, self.up2_htf[1] - alpha * (self.up2_htf[1] - c2)) if not isnan(self.up2_htf[1]) else c2
self.dn2_htf[0] = min(c2, o2, self.dn2_htf[1] + alpha * (c2 - self.dn2_htf[1])) if not isnan(self.dn2_htf[1]) else c2

bull = sqrt(max(self.dn2_htf[0] - self.dn1_htf[0] * self.dn1_htf[0], 0)) * volFactor
bear = sqrt(max(self.up2_htf[0] - self.up1_htf[0] * self.up1_htf[0], 0)) * volFactor
return bull, bear

@sec_context
@param_ref('length')
@param_ref('atrLength')
@param_ref('volumeLength')
def AndeanHTF(self, length, atrLength, volumeLength):
if self.bar_index == 0:
self._htf_initialized = self.new_mut_series_f(0.0)
self._htf_ctx = AndeanHTFContext(self)
self._htf_initialized[0] = 1.0
return self._htf_ctx.calc(length, atrLength, volumeLength)

@indicator("Enhanced Andean Oscillator 2025", overlay_main_pane=False)

@param.int('length', default=25, min=1, title='Base Length')
@param.int('signalLength', default=9, min=1, title='Signal Smoothing Length')
@param.str('htf', default='60m', title='Higher Timeframe')
@param.float('deadZone', default=0.05, min=0.0, title='Dead Zone Threshold')
@param.int('atrLength', default=14, min=1, title='ATR Length')
@param.int('volumeLength', default=20, min=1, title='Volume Lookback')
@param.int('slopeLookback', default=2, min=1, title='Slope Confirmation Bars')
@plot.line(title='Bullish', color=color.GREEN, line_width=2)
@plot.line(title='Bearish', color=color.RED, line_width=2)
@plot.line(title='Signal', color=color.YELLOW)
@plot.marker(title='Long Entry', color=color.GREEN, style=marker_style.LABEL, position=marker_position.ABOVE, size=5)
@plot.marker(title='Short Entry', color=color.RED, style=marker_style.LABEL, position=marker_position.BELOW, size=5)
@plot.marker(title='Long Exit', color=color.GREEN, style=marker_style.CROSS, position=marker_position.ABOVE, size=5)
@plot.marker(title='Short Exit', color=color.RED, style=marker_style.CROSS, position=marker_position.BELOW, size=5)

class Main(MainContext):
def __init__(self, htf):
self.htf = TimeFrame.from_str(htf)
self.bull_htf, self.bear_htf = self.calc_on(AndeanHTF, time_frame=self.htf)

self.up1 = self.new_mut_series_f(0.0)
self.dn1 = self.new_mut_series_f(0.0)
self.up2 = self.new_mut_series_f(0.0)
self.dn2 = self.new_mut_series_f(0.0)
self.bullSeries = self.new_mut_series_f(0.0)
self.bearSeries = self.new_mut_series_f(0.0)
self.inLong = self.new_mut_series_f(0.0)
self.inShort = self.new_mut_series_f(0.0)

def calc(self, length, signalLength, htf, deadZone, atrLength, volumeLength, slopeLookback):
atr_series = Atr.new(atrLength)
atr_now = atr_series[0]
atr_ref = Sma.new(atr_series, atrLength)[0]
alpha = 2 / (length + 1)
alpha = max(min(alpha * (atr_now / atr_ref), 1), 0.001)

vol = self.volume[0]
avgVol = Sma.new(self.volume, volumeLength)[0]
volFactor = vol / avgVol if avgVol != 0 else 1.0

c = self.close[0]
o = self.open[0]
c2 = c * c
o2 = o * o

self.up1[0] = max(c, o, self.up1[1] - alpha * (self.up1[1] - c)) if not isnan(self.up1[1]) else c
self.dn1[0] = min(c, o, self.dn1[1] + alpha * (c - self.dn1[1])) if not isnan(self.dn1[1]) else c
self.up2[0] = max(c2, o2, self.up2[1] - alpha * (self.up2[1] - c2)) if not isnan(self.up2[1]) else c2
self.dn2[0] = min(c2, o2, self.dn2[1] + alpha * (c2 - self.dn2[1])) if not isnan(self.dn2[1]) else c2

bull = sqrt(max(self.dn2[0] - self.dn1[0] * self.dn1[0], 0)) * volFactor
bear = sqrt(max(self.up2[0] - self.up1[0] * self.up1[0], 0)) * volFactor

self.bullSeries[0] = bull
self.bearSeries[0] = bear

signal1 = Ema.new(MutSeriesF.new(max(bull, bear)), signalLength)[0]
signal = Ema.new(MutSeriesF.new(signal1), signalLength)[0]

diff = bull - bear
inDeadZone = abs(diff) < deadZone
slopeBull = bull - self.bullSeries[slopeLookback]
slopeBear = bear - self.bearSeries[slopeLookback]
validSlope = slopeBull > 0 and slopeBear < 0
htf_ok = self.bull_htf[0] > self.bear_htf[0]

longCond = bull > bear + deadZone and not inDeadZone and validSlope and htf_ok
shortCond = bear > bull + deadZone and not inDeadZone and slopeBear > 0 and slopeBull < 0 and not htf_ok

exitLong = bull < signal
exitShort = bear < signal

self.inLong[0] = 1.0 if longCond else (0.0 if exitLong and self.inLong[1] > 0 else self.inLong[1])
self.inShort[0] = 1.0 if shortCond else (0.0 if exitShort and self.inShort[1] > 0 else self.inShort[1])

longEntryMarker = plot.Marker(bull, text="▲") if longCond else plot.Marker(nan)
shortEntryMarker = plot.Marker(bear, text="▼") if shortCond else plot.Marker(nan)
longExitMarker = plot.Marker(bull) if self.inLong[1] > 0 and exitLong else plot.Marker(nan)
shortExitMarker = plot.Marker(bear) if self.inShort[1] > 0 and exitShort else plot.Marker(nan)

return bull, bear, signal, longEntryMarker, shortEntryMarker, longExitMarker, shortExitMarker

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