def Initialize(self):
self.SetStartDate(2018, 1, 1) # Set Start Date
self.SetEndDate(2020, 8, 26) # Set End Date
self.SetCash(100000) # Set Strategy Cash
# set the flag for rebalance
self.reb = 1
self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
self.tlt = self.AddEquity("TLT", Resolution.Daily).Symbol
self.TimeRules.AfterMarketOpen(self.spy,5), Action(self.rebalance))
# for stop loss check
self.TimeRules.AfterMarketOpen(self.spy,10), Action(self.stoploss))

def stoploss(self):
# check for stop loss condition
for i in self.Portfolio.Values:
hist = self.History(i.Symbol, timedelta(days=3), Resolution.Daily)

if "close" in hist.columns:
x = (hist["close"][-1] - stop_price[i.Symbol]) / stop_price[i.Symbol]

if x <= -10 and i.Invested:
self.SetHoldings(self.tlt, 1/self.num_fine)

def rebalance(self):
long_list = self.long

# liquidate all positions at the start of rebalancement
for i in self.Portfolio.Values:
if i.Invested:

# assign each stock equally
for i in self.long:
self.SetHoldings(i, 1/self.num_fine)

# create dictionary to store the stop loss values
stop_price = {}

# save the stop loss price
for i in self.long:
stop_price[i] = self.Portfolio[i].AveragePrice

self.reb = 1

Hello everyone, I need a little help with a stop loss strategy. 

A summary of my basic momentum strategy with stop loss: 

1) Course universe selection - 500 most liquid stocks

2) Fine universe selection - ranked by momentum 

3) Go long on the top 10 stocks 

4) Rebalance monthly

I currently want to implement a stop loss strategy as such: 

Everyday, I run a price check on my holdings: If their most recent close price is less than the price at which I bought the security at by 10% or more, I will liquidate that position and go into bonds "TLT" 

I have attached my code snippet above. I am currently running into the error which states: 

Runtime Error: In Scheduled Event 'SPY: EveryDay: SPY: 10 min after MarketOpen', NameError : name 'stop_price' is not defined NameError : name 'stop_price' is not defined

and I am not very sure on how to proceed. Any help is appreciated. Thank you!