Bars are created from the price data without regard to holidays. However there is normally no price data during the weekend, so daily bars normally only exist for Monday to Friday, midnight to midnight.

The time printed in the log after every bar is the current time. The Friday bar ends Saturday 00:00. Friday orders can not be filled because of the weekend, that's why you get the missed entry message.

If you want to enter a trade on Friday, you must either give the order already Thursday, or you must use different bars. You could use hourly bars, or daily bars that open and close at a different time. Trades on Friday must be entered before NYSE closing time. New York 4:00 pm is UTC 22:00, so daily bars need a BarOffset of -180 or -240 to end during the New York business hours.

Ordering a trade on a bar that ends in the weekend will always give you the missed entry message, unless you set TimeWait so that the trade is then executed Monday.

I admit that all this might sound a little confusing, but the simulation has to be realistic and I hope the explanation helps.