I’d like to test the performance of several daily-timeframe strategies by using close prices of today instead opening prices of tomorrow. Is it possible to do it in proOrder? any thoughts?
The only way to do this would be to use multi-time frame. With MTF you can make your decision candle at whatever time you want it to be. The down side is that the faster the time frame you use the shorter the amount of data you have for your back test.