Calculating shares_to_buy within handle_second_bar()

When calculating the number of shares to buy, I think the formula you use should be
```python
shares_to_buy = portfolio_value * risk // data.close
```

instead of

https://github.com/alpacahq/Momentum-Trading-Example/blob/be4352838eebdd2d124eedd341e31fbae8774f3d/algo.py#L253-L255

I think that the number of shares you buy should be independent of the difference between the current stock price and your stop loss.

For example:
```python
portfolio_value = 200000
risk = 0.001
close = 100
stop_price = 95
# new calculation of shares_to_buy
shares_to_buy = portfolio_value * risk // close

print('portfolio_value * risk: ' + str(portfolio_value*risk))
print('share price: ' + str(close))
print('shares_to_buy: ' + str(shares_to_buy))
print('shares_to_buy * close: ' + str(shares_to_buy*close))
print('shares_to_buy*close/portfolio_value: ' + str(shares_to_buy*close/portfolio_value))
```
>portfolio_value * risk: 200.0
>share price: 100
>shares_to_buy: 2.0
>shares_to_buy * close: 200.0
>shares_to_buy*close/portfolio_value: 0.001

```python
# original calculation of shares_to_buy
shares_to_buy = portfolio_value * risk // (close-stop_price)

print('portfolio_value * risk: ' + str(portfolio_value*risk))
print('share price: ' + str(close))
print('shares_to_buy: ' + str(shares_to_buy))
print('shares_to_buy * close: ' + str(shares_to_buy*close))

# exceeds risk threshold
print('shares_to_buy*close/portfolio_value: ' + str(shares_to_buy*close/portfolio_value))
```
>portfolio_value * risk: 200.0
>share price: 100
>shares_to_buy: 40.0
>shares_to_buy * close: 4000.0
>shares_to_buy*close/portfolio_value: 0.02

The above order would make up 2% of your portfolio, higher than the 0.1% of your portfolio that you said you would allocate to any one position