I had a problem with WLP 5.3 so I had to reinstall and the prohibit trading on lock-limit days option became checked (maybe it was before I'm not sure). This apparently causes a problem (at least in my script) where it tries to check for limit days on bar + 1 when bar is the final bar (and because of the error no alerts are generated for the final bar). I'd guess this is a bug but I'm not sure -- has anyone else seen this or reported it? A brief search didn't find anything on the forum.
Dave

Hi Dave,

I've reported a bug before that allows to short on limit-down days and buy on limit-up days. Let's check if the fix made it to 5.4.

I've just checked it in 5.4 and one can't enter/exit trades on Limit Days any longer when the checkbox is enabled. Chances are the fix can also solve your problem, but you can create a support ticket for tracking purposes.