I've just started this game, but it seems that I'm not able to unlock this achievement.

Since the game is very difficult, I use the save game so that if I die, I delete the new save game and put back the previous ones, do you know if for some reason this does not work? Or maybe the achievement will be unlocked only at the end of the level, and not at the end of the required sequence?

There is also the Heart Of Steel achievement that require to defeat the game without losing a single life, so it is virtually impossible to get it unless you are very very good at it.