Error al ejecutar un SP con VB

[sysrj]

Hola como estan al realizar el recordset me sale el siguiente error

La operacion no esta permitida si el objeto esta cerrado



Dim Conexion As ADODB.Connection
Dim Comando As ADODB.Command
Dim Cursor As ADODB.Recordset
Dim Instruccion As String
Dim URL As String
Dim j As Integer
Set Conexion = New ADODB.Connection

URL = "Provider=SQLOLEDB;Data Source=192.168.112.20;Initial Catalog=Prueba2;User ID=sa;Password=1234;"

Conexion.Open URL

MsgBox Conexion.State


Set Comando = New Command



With Comando
.ActiveConnection = URL
.CommandTimeout = 0
.CommandType = adCmdStoredProc
.CommandText = "VB_BK1"
Set Cursor = Comando.Execute
End With


Range("A1").Select
j = 1


en esta parte es donde me sale el error

If Not (Cursor.EOF) Or Not (Cursor.BOF) Then
Do While Not (Cursor.EOF)
Range("A" & j).Select
ActiveCell.FormulaR1C1 = Cursor.Fields(0).Value

Range("B" & j).Select
ActiveCell.FormulaR1C1 = Cursor.Fields(1).Value

Range("C" & j).Select
ActiveCell.FormulaR1C1 = Cursor.Fields(2).Value

Cursor.MoveNext
j = j + 1
Loop
Cursor.Close
Else
Set Cursor = Nothing
Set Comando = Nothing
Conexion.Close
Set Conexion = Nothing
End If