I found a way to solve it. The problem was the use of EnergyManagementSystem:Actuator instead of Sensor. An actuator setting schedule value cannot be setted. to 0. So, here is my solution:

1. Declare used schedule without linking them to an object.
2. Create an "shadow" schedule and link it to the object (here "Exterior:Lights")
3. Create EMS program using: 3.a. Actuator for "shadow" schedule 3.b. Sensor for used schedule