I made a substantial modification following your suggestions and this is the new structure now:
https://fxdreema.com/shared/n5Mvu48b7
All issues have been solved except one and I would appreciate some help to fix it, please. Some Stop Loss levels are not correctly executed, but weirdly not all of them.
This is an image of what happens all the time:

Here you can see two sequences of trades correctly executed: the first one is comprising the first 7 trades, then it touched SL and a second one of 4 additional ones was opened. So far so good.
Let's begin with the first one. Trades 1 to 5 have their SL correctly positioned. As trades 2 to 5 have an open price below the first one, block 46 is correctly executed and the SL level is the one of that trade. The problem comes when trades 6 and 7 are opened (highlighted in red at the image). As you can see there, the same SL level of the first trade is positioned when their open prices are above the original one. In this case, for a reason I don't understand block 33 does not works properly, block 28 is ignored and block 46 is wrongly applied again.
This same situation is found again on the second sequence. Trades 8, 9 and 11 are correctly executed, whereas at trade 10 (highlighted in yellow) is applied the same SL as trade 8. 
Could you please tell me what I am missing?
Thank you very much in advance



