That’s a lot of information to digest 🙂

But I don’t think you have in mind that all of these levels you described were not the same at the time you consider them to be an entry, a takeprofit or an exit level… Each of the support / resistance level are changing at each new candlestick. Indeed, they do not change a lot after one period, but they were totally not the same 10 bars ago.. The S/R you observed right now were not present in the past. So your strategy description must begin from now (today) and not plotted in the past.

Also, because of the use of a massive loop in the code, I think that you should first test the “bars / lookback” variables couple to know that we are not falling into the infinite loop issue..