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Bollinger Bands, Pipeline, and StockTwits

I just started taking actual python courses in order to get a better grasp on writing my own code rather than taking ideas from other algorithms and backtests and trying to reshape them, but one thing that I seem to be stuck on is taking the example TA-Lib Bollinger Bands example and getting it to read a list of stocks from a pipeline. I tried doing it a few different ways, but I've been getting lots of errors, and am honestly too frustrated at this point to keep trying to get everything working nicely on my own.

What I had in mind was to use the pipeline to sort stocks by volatility in the biotech sector, buy them when their price is near the bottom of the BB AND Stocktwits sentiment is bullish, and profit take within 5% of the top of the band. I've posted the example algorithm from Ta-Lib attached to this post, but would anybody be so kind as to shed some light on how to get all of that to "talk" to each other?

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 57cf8a355b2036102981fb70
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