The actual problem was that Zorro tried to open the trades as 00:00 which was outside the market hours for the asset while FXCM still seems to be providing price data outside market hours for CFDs.

Is there a simpler way to make Zorro only open trades during market hours while still just using the Yahoo Daily historical data with a BarPeriod of 1440?

Maybe BarOffset and BarZone is what I need? Unfortunately it seems they can only be set up for the whole script and not per asset. I would like to trade assets where the BarZone and BarOffset are different per asset. Is there a way to make that work? (I get Error 030: Check lookback, settings, asset order)

There are also the promissing variables StartMarket and EndMarket which are supposed to have some default values but still they are not beeing used for deciding when to open a trade.