in the following code:

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
from quantopian.pipeline.filters.morningstar import Q1500US
from quantopian.pipeline.data.sentdex import sentiment

def initialize(context):
"""
# Called once at the start of the algorithm.
"""
# Rebalance every day, 1 hour after market open.
schedule_function(
rebalance,
date_rules.every_day(),
time_rules.market_open(hours=1),
)

# Record tracking variables at the end of each day.  
schedule_function(  
    record_vars,  
    date_rules.every_day(),  
    time_rules.market_close(),  
)

# Create our dynamic stock selector.  
attach_pipeline(make_pipeline(), 'pipeline')

def make_pipeline():
sentiment_factor = sentiment.sentiment_signal.latest

universe = (Q1500US() & sentiment_factor.notnull())  

sentiment_quantiles = sentiment_factor.rank(mask=universe, method='average').quantiles(2)  

pipe = pipeline(columns={'sentiment': sentiment_factor,  
                        'longs': (sentiment_factor >= 4),  
                        'shorts': (sentiment_factor <= -2)},  
                screen=universe)  
return pipe

def before_trading_start(context, data):

context.output = pipeline_output('pipeline')


context.security_list = context.output.index  

def rebalance(context, data):
long_secs = context.output[context.output['longs']].index
long_weight = 0.5 / len(long_secs)

short_secs = context.output[context.output['shorts']].index  
short_weight = 0.5 / len(short_secs)  

for security in long_secs:  
    if data.can_trade(security):  
        order_target_percent(security, long_weight)  

for security in short_secs:  
    if data.can_trade(security):  
        order_target_percent(security, short_weight)

for security in context.portfolio.positions:  
    if data.can_trade(security) and security not in long_secs and security not in short_secs:  
        order_target_percent(security,0)

def record_vars(context, data):
long_count = 0
short_count = 0

for position in context.portfolio.positions.itervalue():  
    if position.amount > 0:  
        long_count +=1  
    elif position.amount < 0:  
        short_count +=1  

record(num_longs = long_count, num_shorts = short_count, leverage= context.account.leverage)

I get an error at the line:
for position in context.portfolio.positions.itervalue():. It says there is an unexpected indent.

Could someone please help with the following questions:
1- what is an indent?
2- what is the solution to the problem in the code?