i do not know but at first i can see that you are using zig and zag without prior initialization at least in first iteration of your while....

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However, I realised that no BUY order was opened on 14th Mar 10:15am even though a bullish engulfing candle was formed. When I run the EA on the strategy tester, it indicates that the order should be opened. What am I doing wrongly?
Any help is very much appreciated.