Thanks, I just took away the LookBack, and it returns the same, and can't see anything in the code to suggest it has the knowledge of the future.

I've been working solid on it so I hope this works in live demo testing.

A few weeks ago I had a 100,000% increase on a backtest and nearly did the same as you but then when running it live it didn't work and it was attributed to the future knowledge as you describe.