There are some sample scripts that were placed in your scripts folder when you installed MT4. Did you have a look at them?
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Did you tick this box ?
Yes, that is the answer. Check the Allow live trading box. This allows the scrip to actually open and order. The #property show_confirm shows a pop up box to confirm running the script, but does not allow control of live trading.
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How can a script place a trade? The error 4109 shows up. There's no opportunity to enable the checkbox to "Allow live trading" in the expert properties. The script just runs and exits a second later. Here is the bare bones script I'm working with.