Hey Jamie,

Great question. The best way to do this is to iterate through all the stocks in context.secs in a for loop (https://docs.python.org/2/tutorial/controlflow.html) and have a counter that increments everytime you order a stock. Having that counter allows you to make sure that you're never ordering more than 5 securities per day. And if the counter ever goes past 5, the algorithm will simply not order the security.

Take a look at the code I've posted, play around with it, and let me know if you have any questions with it

def initialize(context):  
    #trading top 10 holdings of SP500  
    # context.secs = sid(8554)  
    context.secs =   [ sid(24),  
                       sid(5061),  
                       sid(8347),  
                       sid(46631),  
                       sid(4151),  
                       sid(1091),  
                       sid(3149),  
                       sid(8151),  
                       sid(5938),  
                       sid(25006)]

def handle_data(context, data):  
    #: Define number of stocks traded  
    num_stocks = 0  
    #: Iterate over each security in context.secs  
    for stock in context.secs:  
        #: Make sure that we have data for that security  
        if stock in data:  
            s_mean = data[stock].mavg(60)  
            l_mean = data[stock].mavg(120)

            current_price = data[stock].price  
            qty = context.portfolio.positions_value  
            cash = context.portfolio.cash

            #: Check that we're only ordering, at most, 5 stocks per day  
            if num_stocks < 5:  
                # condition required to enter a buy trade.  
                if s_mean < l_mean and cash > current_price:  
                    # place the buy order, in dollars  
                    order_value(stock, 9000)  
                    log.info("Buying %s" % (stock.symbol))  
                    num_stocks += 1

                # condition required to enter the sell trade  
                elif s_mean > l_mean and qty > 10000:  
                    # place sell order, in dollars  
                    order_value(stock, -3000)  
                    log.info("Selling %s" % (stock.symbol))  
                    num_stocks += 1  
    # graphs  
    #record(stock_price=data[context.security].price)  
    record(cash = context.portfolio.cash)  

Seong

Thank you, Seong!

Check with...Python range() with for loop