Does-WL8-re-run-strategy-code-for-every-bar-of-data

Apologize in advance for my lack of basic understanding...I'm trying to optimize my computation runs (and reduce crashing)

Does WL8 re-run the C# code for every bar of data in a series, without an explicit loop written in?

I'm trying to set up a backtesting framework and then "flip on" a live trading algo. I would like to run the loop forward from a set point (either first bar of "live" day, or beginning of time series, depending on a switch I set), so that I eliminate any "peeking"/cheating errors.

When I insert my "WriteToDebugLog" line, I would've thought it should only write once, but I end up getting it written what seems like as many times as there are bars. If this does indeed run a new iteration on each bar (making there exponentially more loops being run than necessary), how do I cone down on how many iterations get run to make the code more efficient? (I don't want to necessarily reduce the dataset look-back, in case I want to expand Walk-Forward-Optimization later.)

Thanks!

CODE:

        public override void Execute(BarHistory bars, int idx)
        {
         int startbar =20;
         
         bool LiveTrade=false;
            //LiveTrade= false;
            LiveTrade = true; //toggle off to just run loop on current day
         if (LiveTrade)
         {
            //find first bar of today if trading live
            startbar = bars.Count -1;
            while (bars.IntradayBarNumber(startbar) != 0)
               startbar--;
         }

         WriteToDebugLog
            ("Starting Bar = "+ startbar+ " because LiveTrade = "+ LiveTrade + ". Most recent bar = "+bars.Count + ". Date/Time = "+ bars.GetTimeAsInt(startbar));
//I expected this to line to write only once, but I get it written so many times

         for (int i = startbar; i < bars.Count; i++)
         {
            //insert whatever buy/sell criteria here
            int index = idx;
            Position foundPosition0 = FindOpenPosition(0);
            bool condition0;
            if (foundPosition0 == null)
            {
               condition0 = false;
               {
                  if (indicator.CrossesOver(37.00, index))
                  {
                     condition0 = true;
                  }
               }
               if (condition0)
               {
                  val = multSource[idx];
                  _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Limit, val, 0, "Buy at Limit 0.50% above Lowest(Low,20)");
               }
            }
            else
            {
               condition0 = false;
               {
                  condition0 = true;
               }
               if (condition0)
               {
                  Backtester.CancelationCode = 42;
                  value = (6.5 / 100.0) + 1.0;
                  ClosePosition(foundPosition0, OrderType.Limit, foundPosition0.EntryPrice * value, "Sell at 6.50% profit target");
               }
            }



         }