It's actually simple to implement for me. But I wonder if that is realistic because when market is closed you can only do trading next day and so the signal that used the data of end of day closing price can only be acted upon in following trading session.
Anyways, you have a trading system that you want to test by acting on same day. Let me find time to do it and will give you a beta build to test.
Anyways, you have a trading system that you want to test by acting on same day. Let me find time to do it and will give you a beta build to test.