Hi,
I have been working on an algorithm that uses fundamentals to determine what stocks to buy and sell. I am having trouble with the syntax of line 63 in the code below. When I attempt to run a backtest I receive an error regarding invalid syntax on that line. That bit of code worked until I added a stop order. I am fairly new to Python syntax and would appreciate any help. Thanks for all the help.

Thanks,
Nick

Note: I fixed the error that James pointed out.

# Put any initialization logic here.  The context object will be passed to  
# the other methods in your algorithm.  
def initialize(context):  
    context.limit = 10  
    schedule_function(rebalance,  
                     date_rule = date_rules.every_day(),  
                     time_rule = time_rules.market_open()  
                     )  
def rebalance(context, data):  
    for stock in context.portfolio.positions:  
        if stock not in context.fundamentals and stock in data:  
            order_target(stock, 0)

# Will be called on every trade event for the securities you specify. 

def before_trading_start(context):  
    context.fundamentals = get_fundamentals(  
        query(  
            # list what statistics you want to get for all companies (in filter)  
            fundamentals.valuation_ratios.pb_ratio,  
            fundamentals.valuation_ratios.pe_ratio,  
        )  
        .filter(  
            # filter out so you only query companies that you want to know about because it will search every company if you don't filter  
            fundamentals.valuation_ratios.pe_ratio < 14  
        )  
        .filter(  
            fundamentals.valuation_ratios.pb_ratio < 2  
        )  
        .order_by(  
            fundamentals.valuation.market_cap.desc() #orders the stocks in order of market cap starting with largest market cap so that the limit picks the most valuable companies that fit the filters  
        )  
        .limit(context.limit)  
    )  
    update_universe(context.fundamentals.columns.values)

def handle_data(context, data):  
    # Implement your algorithm logic here.

    # data[sid(X)] holds the trade event data for that security.  
    # context.portfolio holds the current portfolio state.

    # Place orders with the order(SID, amount) method.

    # TODO: implement your own logic here.  
    cash = context.portfolio.cash  
    current_positions = context.portfolio.positions  
    for stock in data:  
        current_positions = context.portfolio.positions[stock].amount  
        stock_price = data[stock].price  
        plausible_investment = cash / 10.0  
        stop_price = stock_price - (stock_price * 0.005  
        share_amount = int(plausible_investment / stock_price)  
        try:  
            if stock_price < plausible_investment:  
                if current_positions == 0:  
                    if context.fundamentals[stock]['pe_ratio'] < 11:  
                        order(stock, share_amount, style=StopOrder(stop_price))  
        except Exception as e:  
            print (str(e))