Kingside Attack (I play white)

(Yes, this was over at move 21. I just wanted to show the wining combination for black.)

I am going to assume that at move 16 you thought you had some type of kingside attack available?  Sort answer?  You didn't.

In order to have an attack you need to have 2 of the 3 following advantages:

Material.  No advantage here as both side have 2 pieces on the kingside.

Space.  Advantage black, due to the pawn on h6.

Weakness(es).  None. 

So essentially there is no attack on the kingside.

I agree with SoupTime4.  The kingside attack was ill conceived, and your high rated opponent did an oddly poor job punishing it.  Stockfish likes just winning a pawn with 16 ... c4 then qd8 double attacking h4 and a5, but 16 ... cxd4, pxp, nb4, bxn, bxb is also going to win a pawn shortly.  

Here's an example of HOW TO ATTACK.

SoupTime4 can be followed. There's no attack. SEE this.

If you want to attack on a side of the board it's preferable to:

-Castle opposite side: In the game you showed us your opponent was able to combine attack on defense easily, beacuse the kings were on one side

-Avoid exchanges: you need lot of pieces to attack

You seem to have the mistaken idea that attacking will give you the advantage. This is exactly 180 degrees wrong. You do not attack in order to gain the advantage... you attack BECAUSE you already have the advantage, and it will slip away unless you exploit it.

You gain the advantage by maneuver. You cash it in by attacking. Violating this rule will just land you in a lost position.

A bit of an oversimplification @blueemu.  Many times, opposite castling, both sides are attacking.  They do so because there are positional imbalances, not because either side has an advantage.  I guess you could say you need at least an advantage on the side of the board you are attacking on.

You do not need to castle different than your opponent in order to attack.

With strong players attack comes usually after positional play.