It is going through the gates as they appear in front of you. There is a parkour path to each gate from the last one. You should just concentrate on finding a path to the next gate you see ahead of you, and once you reach that gate, look on your minimap to see where the next appeared and look in front of you to see what objects appear like you are supposed to parkour over to get to it fast.
Yeah, I failed once, and my only mistake was climbing up the roof, and not grabbing on the hanging basket-esque object that allows you to swing around a corner. --- Arnold Schwarzenegger. One liner legend.