Thanks for you answers.
I agree with PriNova :
a trade will be opened at the open of a bar, and that's regardless of whether that bar is saturday, sunday, or monday, and if there is a missing bar between the close of the previous bar and the opening of the next bar.
The manual about run() function says it clearly also:
# The function runs after closing the current bar. So the open, close, maximum and minimum prices of the current bar are known and lie in the past, while all prices of the next bar are unknown and lie in the future.
# Trade enter or exit commands in the run function are executed at the opening price of the next bar.
A bar opens when the first tick comes in within its timeslot.
"The Friday bar ends Saturday 00:00."
I disagree with that.
The Friday bar ends at most on Friday 23:59:59.9999, certainly not saturday 00:00.
There should NOT be any Saturday bar in that case.
It seems there is one in Zorro.
But with what opening/closing time and price then ?
If this bar is artificially built by Zorro with no ticks, ie no opening and closing prices, then that's why we get the "Missed entry", because Zorro cannot determine any entry price in an "empty bar".
BTW, if that empty saturday(or sunday) bar would exist in Zorro, it would completely break any indicator that uses past bars to calculate its current value, such as EMAs, ATR, etc, right ?
Surely this is not the case.
The bar that follows the Friday bar should simply be the Monday bar starting at whatever time the first tick comes in.
That's when the trade should be opened, according to the "run()" manual, and that sounds logical to me.
I will try to play with the "TimeWait" parameter to see if that can fix the problem.
I will have to set it to something like 2 days or so to cover the week-end ?
Sq
Trades are executed at the open of the _following_ bar.