There can be many reasons, dependent on your script and settings. If Zorro does not open a trade, you'll see an error message in the window and can normally determine the reason of the problem.
You can also click on [Result] while life trading - you'll then see a chart with all plots so far. This way you can verify if and when indicators have crossed or a signal has been triggered. Or you can print a messages in your script when a signal occurs, and can then see what's happening.
If you can't find the reason yourself, just post that system here - or send it me by PM when it's secret - and I'll look into it.