diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 72a9365f..02d0b3cc 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -63,10 +63,11 @@ class TradingAlgorithm(object):
     A new algorithm could look like this:
     ```
     class MyAlgo(TradingAlgorithm):
-        def initialize(amount):
+        def initialize(self, sids, amount):
+            self.sids = sids
             self.amount = amount
 
-        def handle_data(data):
+        def handle_data(self, data):
             sid = self.sids[0]
             self.order(sid, amount)
     ```