Nice sentiment :)     (algo utilizes sentimental analysis)

Sorry to say there's more to do, you'll want to address the leverage, currently over 10. Max 3 for contest.

def initialize(context):  
    context.max_lvrg = 0

def handle_data(context, data):  
    if context.account.leverage > context.max_lvrg:  
        context.max_lvrg = context.account.leverage  
        record( max_lvrg = context.max_lvrg )  

As the try/except is to avoid: 'SIDData' object has no attribute 'price' ...
I would think this could obviate the need for it however I don't know why the output is different.

    for s in data:  
        if 'price' not in data[s]: continue  

f (sentiment > 5) and (current == 0):  
                    if cash > context.investment_size:  
                        order_value(s, context.investment_size, style = StopOrder(context.stop_loss_pct*current))  
                        cash -= context.investment_size

Are you intending to put a stop loss of 0% ? Since current == 0 for this condition

@Alon Yariv

Credit for this algo should go to @Harrison Kinsley of Sentdex.

credit is due, I thought it would be nice to see the improvements the community has to offer.

@Alon Yariv
I am not used to fetcher . But I tried to tweak your algo . Doesn't seem to be producing any results though , mind having a look ?

def initialize(context):  
    context.max_invest = (context.portfolio.portfolio_value/10)  
    set_symbol_lookup_date('2012-10-1')  
    context.stocks =symbols('AAPL','C','TM','MSFT','EBAY','WMT','IBM','XOM','NOK','FB','MCD')  
    fetch_csv('http://sentdex.com/api/finance/sentiment-signals/sample/')

def handle_data(context,data):  
    for s in data:  
        if 'sentiment_signal' in data[s]:  
            sentiment = data[s]['sentiment_signal']  
            if sentiment < 3 and s in context.portfolio.positions:  
                order_target(s,0)  
            if sentiment > 3 and context.portfolio.cash > context.max_invest:  
                if s not in context.portfolio.positions:  
                    order_value(s,context.max_invest,style = StopOrder(context.max_invest*0.9))  
                if (data[s].mavg(200) > data[s].mavg[50]) and (sentiment<1):  
                    if s not in context.portfolio.positions:  
                        order_target_value(s,(-1)*context.max_invest)