May I offer some advice? Waiting until a system trades at a certain day is certainly a time-consuming task. I would in such a situation modify the system so that it trades any day, not just Friday, and print out all relevant signals or variables at any bar. Otherwise you know that it does not trade, but still do not know why. Just a suggestion to solve the problem quickly.
I tried some of those ideas.
I tried changing the bar period (all the way down to 1 minute) and day of week to any day in an attempt to get it working. IIRC that method worked in getting zorro to open trades.
Going from shorter bar periods to daily bars coincided with the script not opening any trades on zorro 1.34. When we checked the trade logs in the backtest and compared to live testing, there were trades that should have opening and pending trades that also should have been established. Since the script was function on Zorro 1.32 prior and the only thing that had changed was the new Zorro, I am testing side by side the same script on 1.32 and 1.34.
You can see in the attached screen caps that Zorro 1.32 setup the pending trades and took the USD/CHF this Friday whilst Zorro 1.34 didn't.
