I constantly get myself confused with board vs pin numbering (really, I want to hear the argument for why these should be different 
) and I think I might have done that to you both here.
My script, which I grabbed from the internet, is actually using BCM numbering, I just didn’t edit that comment and might have thrown you off. My LED for my test was wired to pin GPIO23 (the pin that is labelled 23 on the actual Pi)
(I’ll edit my post with the code)
I completely agree. I wish they would have never made the two different. I can see that pin number isn’t always going to be a GPIO pin: 1, 2, 4, and 6 for example. But, anything that is a GPIO should have a GPIO pin value of the pin it’s on.
Back to @dpineda.psi 's problem…everything appears to be correct to me. I’m not sure where the problem could be?
There must have been some fractions of a penny to save in designing the board the way they did
As far as this relay not working, I’m not sure. My next troubleshooting step would be to try different pins, or another relay or just an LED wired right to the GPIO pin to make sure its not a hardware issue, to verify that the Pi is capable of toggling at least some pin on and off. If that still isn’t working, I’d probably try a fresh install of Jessie (mostly because I’m not sure how to trouble shoot that if it is a software/OS issue)
I would suggest to remove the relay board and just use multi meter to measure the output voltage of a pin if that pin is ON and the OFF. If there is change of the voltage, the platform is working properly and the problem is in the relay board.
It seems that the problem was in the relays, they work well with arduino but not on the raspberry. A friend had a similar problem and he passed me a relay board that works perfectly. Thank you all very much for the help, without it I would not have succeeded. I hope to upload my project soon
Congratulations!