Every strategy needs a "Lookback period" for filling its indicators with price data. For instance, a 30 bar MA needs 30 prices. If you would trade during that period, you'll lose your money because the indicators have wrong values. That's why trade programs must skip trades during that period.

When life trading, Zorro fills the indicators with past prices downloaded from the broker's server. That's why Zorro can start trading right away without having to wait the lookback period. Dependent on how recent the data is, Zorro might still skip a trade in the very first bar for safety reasons.

This has nothing to do with PLOTLONG or with weekends. Trading does not take place and price data does not arrive during weekends.