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Rolling Regression Window Size issue

Hello all,

By no means is this strategy final...don't mind the results. I am trying to find a solution for extending the rolling regression window to 3000 bars. However, it returns errors when I extend context.returns_lookback and context.roll_win beyond 30 - 40 bars.

In addition, I'm looking to simplify this code. I'm not a Python expert (self taught), but would like to see how this could be simplified.

Would love to see various thoughts here.