TypeError for stock 'MYLNG' : data[sec].price: TypeError: exceptions must be old-style classes or derived from BaseException, not NoneType

I am new to Quantopian and have very limited knowledge. I am trying to learn new things and Quantopian caught my attention.
I was writing a very simple algo using the examples available on the community for my learning purpose.
The algo is using pipeline to get top 5 stocks with 10 day sma, 30 day sma and latest close with a filter of sma_10 < latest_close.
Then for each stock in this updated universe, I am calculating 5 day average price and buying if current price is more than 1% of 5 day average or selling if current price is less than 5 day average.
And I record all this with current price.
I get the below error for a stock 'MYLNG' on 2011-01-13
data[sec].price: TypeError: exceptions must be old-style classes or derived from BaseException, not NoneType

This stock comes up in my universe twice before on 2011-01-06 and 2011-01-07 and gives no error.
I am not able to figure out what is causing this issue.

2011-01-06
sec: Equity(38107, symbol=u'MYLNG', asset_name=u'MYLAN INC 1.25% 3/15/12 CONV', exchange=u'NASDAQ CAPITAL MARKET', start_date=Timestamp('2007-03-05 00:00:00+0000', tz='UTC'), end_date=Timestamp('2012-12-19 00:00:00+0000', tz='UTC'), first_traded=None)
sec.symbol: u'MYLNG'
average_price: 1105.6
current_price: 1110.0
cash: -437628.250318
1.01*average_price: 1116.656
number_of_shares: NameError: name 'number_of_shares' is not defined
number_of_shares*current_price: NameError: name 'number_of_shares' is not defined
data[sec].price: 1082.124
int(cash/current_price): -394

2011-01-07
sec: Equity(38107, symbol=u'MYLNG', asset_name=u'MYLAN INC 1.25% 3/15/12 CONV', exchange=u'NASDAQ CAPITAL MARKET', start_date=Timestamp('2007-03-05 00:00:00+0000', tz='UTC'), end_date=Timestamp('2012-12-19 00:00:00+0000', tz='UTC'), first_traded=None)
sec.symbol: u'MYLNG'
average_price: 1079.152
current_price: 1082.124
cash: -459659.331104
1.01*average_price: 1089.94352
number_of_shares: NameError: name 'number_of_shares' is not defined
number_of_shares*current_price: NameError: name 'number_of_shares' is not defined
data[sec].price: 1082.124
int(cash/current_price): -424

2011-01-13
sec: Equity(38107, symbol=u'MYLNG', asset_name=u'MYLAN INC 1.25% 3/15/12 CONV', exchange=u'NASDAQ CAPITAL MARKET', start_date=Timestamp('2007-03-05 00:00:00+0000', tz='UTC'), end_date=Timestamp('2012-12-19 00:00:00+0000', tz='UTC'), first_traded=None)
sec.symbol: u'MYLNG'
average_price: 1104.966
current_price: 1105.0
cash: -104578.69921
1.01*average_price: 1116.01566
number_of_shares: NameError: name 'number_of_shares' is not defined
number_of_shares*current_price: NameError: name 'number_of_shares' is not defined
data[sec].price: TypeError: exceptions must be old-style classes or derived from BaseException, not NoneType
int(cash/current_price): -94

Hi Faheem,

Thank you for the very detailed post! I took a look and I believe the problem is in the line:

record(stock_price = data[sec].price)

The issue here is that data[sec] is being called but sec isn't in data. This can happen if a security doesn't have a price in a given bar, and didn't have a price from a previous bar to forward fill from - it gets removed from data in this case. All you have to do is add one more indent before your call to record() and things should work. This is an issue that has caused confusion in the past and is something that we are working on improving.

I am curious though, you mentioned that the MYLNG stock comes up in your universe in earlier days of the simulation, but I don't see it showing up in the logs when I cloned the algo you shared. Was there a different version where this was the case?