It seems you have to add some opening logic condition.

I am having the same issue. The tests work fine in the Strategy Builder, but every strategy I build and load into the Trader gives me the same message.  Please see one of the strategies below.

Description
(This description might be outdated!)

New strategy. It doesn't send any signals because the trade direction is not specified.

Logic
Opening (Entry Signal)
Open a new long position or add to a winning position at the beginning of the bar when all the following logic conditions are satisfied:

the Moving Average of Oscillator* (Exponential, Close, Simple, 22, 12, 9) rises; and
ATR MA Oscillator* (Simple, Exponential, 9, 9) rises; and
Oscillator of ATR* (Simple, 8, 13) rises; and
Average True Range* (Simple, 14) rises.
Open a new short position or add to a winning position at the beginning of the bar when all the following logic conditions are satisfied:

the Moving Average of Oscillator* (Exponential, Close, Simple, 22, 12, 9) falls; and
ATR MA Oscillator* (Simple, Exponential, 9, 9) rises; and
Oscillator of ATR* (Simple, 8, 13) rises; and
Average True Range* (Simple, 14) rises.
Closing (Exit Signal)
Close an existing long position at Upper Band of Envelopes* (Simple, Close, 14, 1.00).

Close an existing short position at Lower Band of Envelopes* (Simple, Close, 14, 1.00).

Handling of Additional Entry Signals**
Entry signal in the direction of the present position:

Add to a winning position but not to a losing one. If the position is at a loss, cancel the additional entry order. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:

No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction.
Trading Size
Always trade a constant number of lots.

Opening of a new position - 0.01 lots.
Adding to a winning position - 0.01 lots. Do not open more than 0.05 lots.
Permanent Protection
The Permanent Stop Loss limits the loss of a position to 4997 pips per open lot (plus the charged spread and rollover).

The strategy does not use a Permanent Take Profit.

--------------
* Use the indicator value from the previous bar for all asterisk-marked indicators!
** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one.