Hello - first time posting.

I have this running - but can't seem to work out how to have multiple stocks (within the S&P 500) included. Everything I have done freezes or crashes the algo. I have used the FAQ for Universe and Multiple but I can't seem to join the dots. Any ideas? Thank you for your assistance!

Samantha

import math  
import talib  
from scipy import stats  
from pytz import timezone

def initialize(context):

    context.security = sid(38936)  
    context.time = "15:58:00" # Time for processing  
    context.days = 0 # days in trade  
    context.intrade = False  
def handle_data(context, data):  
    # convert datetime to US/Eastern timezone  
    date = get_datetime().astimezone(timezone('US/Eastern'))  
    # Get current time  
    ctime = "%02d:%02d:%02d" % (date.hour, date.minute, date.second)

    if ctime != context.time:  
        # processing happens only once per day  
        # exit if it's not time to process  
        return

    # Skip further processing if there are open orders  
    if get_open_orders(context.security):  
        return  
    # assign security and price to local variables for later usage  
    security = context.security  
    price = data[security].price  
    if context.intrade:  
        # increment days in trade  
        context.days += 1  
    # check exit conditions  
    if context.intrade:  
        if can_exit(context):  
            # Sell security  
            amount = context.portfolio.positions[security].amount  
            log.info('Selling %s of %s' % (amount, security.symbol))  
            order(security, -amount)  
            context.days = 0  
            context.intrade = False  
            return  
    # check enter conditions  
    elif can_enter(context, price):  
        # Buy security  
        amount = math.floor((context.portfolio.cash) / price)  
        log.info('Buying %s of %s (%s of %s)' % (amount, security.symbol,  
                      amount * price, context.portfolio.cash))  
        order(context.security, amount)  
        context.intrade = True

def can_enter(context, price):  
    # calculate zscore  
    close16 = history(16, '1d', 'close_price')[context.security]  
    zscore = stats.zscore(close16, axis=0, ddof=1)[-1]  
    if zscore >= -2:  
        log.debug("Can't enter. Zscore(%f) >= -2" % zscore)  
        return False  
    # calculate SMA 200  
    hist200 = history(200, '1d', 'close_price')[context.security]  
    sma200 = talib.SMA(hist200, timeperiod=200)[-1]  
    if price <= sma200:  
        log.debug("Can't enter. price(%f) <= SMA200(%f)" % (price, sma200))  
        return False

    # calculate WLR 16  
    high16 = history(16, '1d', 'high')[context.security]  
    low16 = history(16, '1d', 'low')[context.security]  
    wlr16 = talib.WILLR(high16, low16, close16)[-1]  
    if wlr16 >= -90:  
        log.debug("Can't enter. WLR 16(%f) >= -90" % wlr16)  
        return False  
    # calculate BBL 16 upper limit  
    bbl16 = talib.BBANDS(close16, 16)[0][-1]  
    if price >= bbl16:  
        log.debug("Can't enter. BBANDS 16(%f) >= price(%f)" % (bbl16, price))  
        return False  
    return True

def can_exit(context):  
    # calculate zscore  
    close16 = history(16, '1d', 'close_price')[context.security]  
    zscore = stats.zscore(close16, axis=0, ddof=1)[-1]

    return zscore > -1 or context.days > 15