I started learning how to use pipeline yesterday but I keep running into the same problem. I always get this:

KeyError: 'tradeable_securities'  
There was a runtime error on line 63.  

My understanding is that this means there are no securities in that dictionary. I feel like at least one of the 1,500 stocks should pass the filter I've created. I think I followed the pipeline tutorial pretty closely but my algorithm doesn't work and theirs does. Can anyone point out what I'm doing wrong?

from quantopian.algorithm import attach_pipeline, pipeline_output  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
from quantopian.pipeline.factors import AverageDollarVolume, SimpleMovingAverage  
from quantopian.pipeline.filters.morningstar import Q1500US  
def initialize(context):  
    schedule_function(my_rebalance, date_rules.week_start(), time_rules.market_open(hours=1))  
    my_pipeline = make_pipeline()  
    attach_pipeline(make_pipeline(), 'my_pipeline')  
def make_pipeline():  
    base_universe = Q1500US()  
    #---------------------------------------------------  
        # Factors  
    #---------------------------------------------------  
    meanHigh_A = SimpleMovingAverage(inputs=[USEquityPricing.high], window_length=9, mask=base_universe)  
    meanLow_A = SimpleMovingAverage(inputs=[USEquityPricing.low], window_length=9, mask=base_universe)  
    meanHigh_B = SimpleMovingAverage(inputs=[USEquityPricing.high],window_length=26, mask=base_universe)  
    meanLow_B = SimpleMovingAverage(inputs=[USEquityPricing.low], window_length=26, mask=base_universe)  
    meanHigh_C = SimpleMovingAverage(inputs=[USEquityPricing.high], window_length=52, mask=base_universe)  
    meanLow_C = SimpleMovingAverage(inputs=[USEquityPricing.low], window_length=52, mask=base_universe)  
    tenkanSen = (meanHigh_A - meanLow_A) / 2  
    kijunSen = (meanHigh_B - meanLow_B) / 2  
    senkouSpanA = (tenkanSen + kijunSen) / 2  
    senkouSpanB = (meanHigh_C - meanLow_C) / 2  
    current_price = SimpleMovingAverage(inputs=[USEquityPricing.open], window_length=2, mask=base_universe)  
    #---------------------------------------------------  
        # Filters  
    #---------------------------------------------------  
    price_over_green_cloud = current_price > senkouSpanA > senkouSpanB  
    price_over_red_cloud = current_price > senkouSpanB > senkouSpanA  
    uptrend_cloud = senkouSpanA > senkouSpanB  
    price_over_base = current_price > kijunSen  
    base_over_conversion = tenkanSen > kijunSen  
    tradeable_securities = (  
        (price_over_green_cloud | price_over_red_cloud)  
        & uptrend_cloud  
        & price_over_base  
        & base_over_conversion  
    )  
    #---------------------------------------------------  
        # Pipeline Settings  
    #---------------------------------------------------  
    return Pipeline(  
        screen=(tradeable_securities)  
    )  
def before_trading_start(context, data):  
    context.output = pipeline_output('my_pipeline')  
    context.weight = my_compute_weights(context, data)  
def my_compute_weights(context, data):  
    weight = 1/len(context.tradeable_securities)  
    return weight  
def my_rebalance(context,data):  
    for security in context.portfolio.positions:  
        if security not in context.tradeable_securities and data.can_trade(security):  
            order_target_percent(security, 0)

    for security in context.tradeable_securities:  
        if data.can_trade(security):  
            order_target_percent(security, context.weight)