Set the beginning indention level and then proceed to increment the indention levels. The INDENT= tagset attribute determines how much the NDENT and XDENT event statements indent output.

proc template;
   define tagset tagsets.mytagset2;
   indent = 4;

      define event doc;
      start:
         put 'start of doc' nl;
         ndent;
         trigger mytest;
         trigger otherevent;
      finish:
         trigger mytest;
         xdent;
         put 'finish of doc' nl;
         trigger mytest start;
         trigger otherevent;
         trigger mytest finish;
      end;

      define event mytest;
      start:
         put 'start of mytest' nl;
         ndent;
      finish:
         xdent;
         put 'finish of mytest' nl;
      end;

      define event otherevent;
         put 'This is my other event' nl;
      end;
   end;
run;
ods tagsets.mytagset2 file='custom-tagset-filename2.txt';
ods tagsets.mytagset2 close;