There's no reason why you shouldn't call yourself 'Loy'. It's fine as a name for a man. However, as you are in the US, you may want to want to choose a name which English-speakers will immediately recognise. For that reason, you may want to change the spelling and anglicise it to 'Lou' or 'Louie'. Another possibility is to change the 'L' to 'R' and call yourself 'Roy', which is a common name. Those are just suggestions, though - it would be fine to call yourself 'Loy', if that is what you prefer.

It is not an English name but if you want to use a name which is similar to your own in your language and easy for English speakers to pronounce Loy sounds fine to me.