Thank you for the answer yadurand.
"Open QlikView Document" Action is still not working with any OnSelect trigger.
My current approach is a button that have this Open QlikView Document Action that works.
Then I have a Document Event Triggers - OnAnySelect with an "Run Macro" Action that press the button, depending of a variable that return me the possible results.
I came to this approach after see this.
But if anyone knows why the first approach is not working, or how can I get a better approach I would be grateful.