pine script - Pinescript strategy occasionally activating on the wrong day - Stack Overflow

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I have a fairly short pinescript strategy that just tests how often a day is likely to return positive. The strategy checks to see what day it currently is and whether the current time is within the tested time frame. Occasionally the script activates on the wrong day.

Code for the script:

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at .0/
// © Trading_BB

//@version=5
strategy("Daily Strategy", overlay=true)//, max_bars_back=5000)

enum weekDay
    Monday = "Monday"
    Tuesday = "Tuesday"
    Wednesday = "Wednesday"
    Thursday = "Thursday"
    Friday = "Friday"
    Saturday = "Saturday"
    Sunday = "Sunday"

enum direction
    Long = "Long"
    Short = "Short"

GetTickValue() =>
    syminfo.mintick * syminfo.pointvalue

dayOfWeek = input.enum(weekDay.Monday, "Day", group="Entry Conditions")
startDate = input.time(timestamp("Jan 01 2000"), "Start date", group="Entry Conditions")
limit = input.bool(false, "Use limit order", "Use a limit order to enter insted of buying at market.", group="Entry Conditions")
stop = input.float(0.0, "Stop Loss %", tooltip="Percentage of opening price to place stop loss at. E.g. 1% will set the stop loss at 99% of the opening value.", group="Position Management")
profit = input.float(0.0, "Take Profit %", tooltip="Percentage of opening price to take profit loss at. E.g. 1% will set the take profit at 101% of the opening value.", group="Position Management")
dir = input.enum(direction.Long, "Direction", group="Entry Conditions")
trailEntry = input.float(0.0, "Trailing Stop Entry", tooltip="Percentage profit needed before the trailing stop will activate.", group="Position Management")
trailOffset = input.float(0, "Trailing Stop Offset", tooltip="Number of ticks the trailing stop will sit behind price.", group="Position Management")


log.info("{0} Tick Value = {1}", syminfo.ticker, syminfo.currency + " " + str.tostring(GetTickValue()))

lookBack = ta.barssince(time == startDate)

if na(lookBack)
    lookBack := bar_index
    if bar_index > 4326
        lookBack := 4326
if lookBack > 4326
    lookBack := 4326
if lookBack >= bar_index and bar_index > 1
    lookBack := bar_index - 1

stratDay = 0
if(syminfo.type == "crypto")
    stratDay := switch dayOfWeek
        weekDay.Monday => dayofweek.sunday
        weekDay.Tuesday => dayofweek.monday
        weekDay.Wednesday => dayofweek.tuesday
        weekDay.Thursday => dayofweek.wednesday
        weekDay.Friday => dayofweek.thursday
        weekDay.Saturday => dayofweek.friday
        weekDay.Sunday => dayofweek.saturday
else if(syminfo.type == "forex" or syminfo.type == "cfd" or syminfo.type == "index")
    stratDay := switch dayOfWeek
        weekDay.Monday => dayofweek.thursday
        weekDay.Tuesday => dayofweek.sunday
        weekDay.Wednesday => dayofweek.monday
        weekDay.Thursday => dayofweek.tuesday
        weekDay.Friday => dayofweek.wednesday
else if(syminfo.type == "fund" or syminfo.type == "stock")
    stratDay := switch dayOfWeek
        weekDay.Monday => dayofweek.friday
        weekDay.Tuesday => dayofweek.monday
        weekDay.Wednesday => dayofweek.tuesday
        weekDay.Thursday => dayofweek.wednesday
        weekDay.Friday => dayofweek.thursday
else if(syminfo.type == "futures")
    stratDay := switch dayOfWeek
        weekDay.Monday => dayofweek.thursday
        weekDay.Tuesday => dayofweek.sunday
        weekDay.Wednesday => dayofweek.monday
        weekDay.Thursday => dayofweek.tuesday
        weekDay.Friday => dayofweek.wednesday
else
    stratDay := switch dayOfWeek
        weekDay.Sunday => dayofweek.sunday
        weekDay.Monday => dayofweek.monday
        weekDay.Tuesday => dayofweek.tuesday
        weekDay.Wednesday => dayofweek.wednesday
        weekDay.Thursday => dayofweek.thursday
        weekDay.Friday => dayofweek.friday
        weekDay.Saturday => dayofweek.saturday

if ((dayofweek == stratDay) and time >= startDate and barstate.isnew)
    if(dir == direction.Long)
        todayLimit = switch stratDay
            1 => (open / 100) * (100 + profit)
            2 => (open / 100) * (100 + profit)
            3 => (open / 100) * (100 + profit)
            4 => (open / 100) * (100 + profit)
            5 => (open / 100) * (100 + profit)
            6 => (open / 100) * (100 + profit)
            7 => (open / 100) * (100 + profit)
        todayStop = switch stratDay
            1 => (open / 100) * (100 - stop)
            2 => (open / 100) * (100 - stop)
            3 => (open / 100) * (100 - stop)
            4 => (open / 100) * (100 - stop)
            5 => (open / 100) * (100 - stop)
            6 => (open / 100) * (100 - stop)
            7 => (open / 100) * (100 - stop)
        if (stop > 0 and limit)
            strategy.entry("long", strategy.long, stop=todayStop, limit=open)
        else if(stop > 0)
            strategy.entry("long", strategy.long, stop=todayStop)
        else if(limit)
            strategy.entry("long", strategy.long, limit=open)
        else 
            strategy.entry("long", strategy.long)
        if(profit > 0 and trailEntry > 0 and trailOffset > 0)
            trailEntry := (open / 100) * (100 + trailEntry)
            strategy.exit("Exit long", from_entry="long", limit=todayLimit)
        else if (profit > 0)
            strategy.exit("Exit long", from_entry="long", limit=todayLimit, trail_price = trailEntry, trail_offset = trailOffset)
        else if (trailEntry > 0 and trailOffset > 0)
            strategy.exit("Exit long", from_entry="long", trail_price = trailEntry, trail_offset = trailOffset)
    else if(dir == direction.Short)
        todayLimit = switch stratDay
            1 => (open / 100) * (100 - profit)
            2 => (open / 100) * (100 - profit)
            3 => (open / 100) * (100 - profit)
            4 => (open / 100) * (100 - profit)
            5 => (open / 100) * (100 - profit)
            6 => (open / 100) * (100 - profit)
            7 => (open / 100) * (100 - profit)
        todayStop = switch stratDay
            1 => (open / 100) * (100 + stop)
            2 => (open / 100) * (100 + stop)
            3 => (open / 100) * (100 + stop)
            4 => (open / 100) * (100 + stop)
            5 => (open / 100) * (100 + stop)
            6 => (open / 100) * (100 + stop)
            7 => (open / 100) * (100 + stop)
        if(stop > 0)
            strategy.entry("short", strategy.short, stop=todayStop)
        else 
            strategy.entry("short", strategy.short)
        if(profit > 0 and trailEntry > 0 and trailOffset > 0)
            trailEntry := (open / 100) * (100 - trailEntry)
            strategy.exit("Exit short", from_entry="short", limit=todayLimit)
        else if (profit > 0)
            strategy.exit("Exit short", from_entry="short", limit=todayLimit, trail_price = trailEntry, trail_offset = trailOffset)
        else if (trailEntry > 0 and trailOffset > 0)
            strategy.exit("Exit short", from_entry="short", trail_price = trailEntry, trail_offset = trailOffset)
else if (dayofweek != stratDay) 
    strategy.close("short")
    strategy.close("long")

I have included an image of the script activating on a Thursday when it should only be activating on Mondays. To add some clarity to this I have a bunch of if statements at the start of the script that attempt to assign the correct day when a bar starts and then a later a check to see if a new bar is formed and if the current day is the correct day. This is probably where the problem is however I am not sure how to fix this as having dayofweek == stratDay and stratDay just being the current day has all of my activations 1-2 days behind where they should be.

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