I learned to program in Python with Freqtrade. I am now making the transition to Quantconnect for trading with ETFs and Forex. Would you please take a moment to look at my code?

The conditions for the strategy are at the top of the comments. Not all conditions are coded, yet. I see in the backtest that trades are placed by the algorithm that I cannot verify when I view SPY on Tradingview with the same indicators. Apparently I make mistakes that I cannot yet discover myself.

Can you watch and see if I make any mistakes in consolidating to a 30m timeframe, or in initializing the indicators, or with the lookback with the rolling window or describing the conditions for a trade? Any other feedback is also certainly welcome!