Hi,

New to Quantopian. What mistake am I making here?

Final line appears to be where the error is.

Help would be greatly appreciated.

" Mean Reversion Hypothesis: When the 10-day SMA is lower than the 30-day SMA, open a long position. When the 10-day SMA is higher than 30-day SMA, open a short position. Position size is proportional to the difference between the 10- and 30-day SMAs."

def initialize(context):

context.security_list = [sid(5061), sid(7792), sid(1941), sid(24556), sid(1746)]  

"rebalance once a week at the beginning of the week at market open"  

schedule_function(rebalance,  
                  date_rules.week_start(),  
                  time_rules.market_open())  

schedule_function(record_vars,  
                  date_rules.every_day(),  
                  time_rules.market_close())

"will determine whether we take a long or short position as well as the size of the postion we want to take"

def compute_weights(context, data):

hist = data.history(context.security_list, 'price', 30, '1d')  

price_10 = hist[-10:]  
price_30 = hist[-30:]  

sma_10 = prices_10.mean()  
sma_30 = prices_30.mean()  
raw_weights = (sma_10 - sma_30) / sma_30  
normalized_weights = raw_weights / raw_weights.abs().sum()  
return normalized_weights

def rebalance(context, data):

weights = compute_weights(context, data)  

for security in context.security_list:  
    if data.can_trade(security):  
        order_target_percent(security, weights[security])

def record_vars(context, data):

longs = shorts = 0  

for position in context.portfolio.position.itervalues():  
    if position.amount > 0:  
        longs += 1  
    elif postion.amount < 0:  
        shorts += 1  

record(leverage=context.account.leverage, long_count=longs, short_count=shorts)