Our MACD Backtesting

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jack_forsterton10

//@version=5
strategy("Our MACD Backtesting", overlay=true)
// macd params (3,5,3) for minute candlesticks 
fastLength = input(18)
slowlength = input(30)
macdLength = input(18)
macdLine = ta.ema(close, fastLength) - ta.ema(close, slowlength)
signalLine = ta.ema(macdLine, macdLength)
delta = macdLine - signalLine
if (ta.crossover(delta, 0))
    strategy.entry("MacdLE", strategy.long, comment="MacdLE")
if (ta.crossunder(delta, 0))
    strategy.entry("MacdSE", strategy.short, comment="MacdSE")
//plot(strategy.equity, title="equity", color=color.red, linewidth=2, style=plot.style_areabr)


close_values = [] #list to hold close values indexed at timestamp
close_values.Index = type(datetime.timestamp) #convert index from int to type timestamp
candlestick_length = 10s
lookback_period = 2hr
lookback_period_start = get_starting_timestamp_of_lookback_period
make_candlesticks_from_requests(candlestick_length, lookback_period_start, close_value)
    candle_start_timestamp = lookback_period_start
    candle_stop_timestamp = candle_start_timestamp + candlestick_length
    returned_response_array = get_agg_trade(start_time=initial_timestamp, limit=1000) # the aggTrade api call to binance

    #base case for terminating recursive stack
    if len(returned_response_array) < 1000: #i.e., the last returned response array
        for elem in returned_response_array[1:]:
            if elem['timestamp'] > candle_stop_timestamp
                close_values.append(index=candle_start_timestamp, elem['price'] )
                candle_start_timestamp = candle_stop_timestamp
                candle_stop_timestamp = candle_start_timestamp + candlestick_length
        close_values.append(index=candle_start_timestamp, returned_response_array[-1]['price'] )
        return close_values

    # recursive step
    # process response array to grab timestamp at beginning of every ten seconds and price at end of every ten seconds
    else:
        for elem in returned_response_array[1:]:
            if elem['timestamp'] > candle_stop_timestamp
                close_values.append(index=candle_start_timestamp, elem['price'] )
                candle_start_timestamp = candle_stop_timestamp
                candle_stop_timestamp = candle_start_timestamp + candlestick_length
        #once done processing the 1000 elems, make recursive call for next 1000 elems (possibly less for the final call)
        make_candlesticks_from_requests(candlestick_length, candle_start_timestamp, close_values)