If you run a back test on a (x) Day or a (x) whatever chart then the point that you start the test will determine what the candles look like. So in reality you will have 3 charts to test on if you use a (3) Day chart.
Would this not be an ideal way to test robustness? If the strategy works on all three different sets of candles then surely it must be less fitted to the one set that we all normally look at every day? This should be particularly true for price action strategies.
Your thoughts are welcome.