The code detects the selcted DAY when the chosen number is equal to a trading day OR when it wasn’t a trading day.

But at 00:00 the system does NOT change the day (it is still the old day till 01:00am), so when the day changes, if it’s not exactly the chosen day, the day change is not recognized because DAY > YourDay, but DAY[1] is NOT < YourDay!

This is the modified code:

//-------------------------------------------------------------------------
// Suffi TF 15 min
//-------------------------------------------------------------------------
DEFPARAM PreLoadBars = 1000
ONCE BuyTime  = 0
ONCE SellTime = 0
IF Month <> Month[1] THEN
   BuyTime  = 0
   SellTime = 0
ENDIF
IF (Day = 5) or ((Day > 5) and (Day[1] < 5)) AND LongOnMarket THEN
   SellTime = 1
ENDIF
IF (Day = 26) or ((Day > 26) and (Day[1] < 26)) AND Not LongOnMarket THEN
   BuyTime = 1
ENDIF
IF NOT LongOnMarket AND BuyTime AND CurrentTime >=90000 THEN
   BUY 1 CONTRACTS AT MARKET
   SellTime = 0
ENDIF
IF LongOnMarket AND SellTime AND CurrentTime >=200000 THEN
   SELL AT MARKET
   BuyTime = 0
ENDIF
//graph SellTime
//graph BuyTime
//graph Day
//graph CurrentTime
//graph DayOfWeek