That's clear. A system can't use intraday data when there is only EOD data.
That's the case on all platforms.
But if you look at my example you will see that a trade was possible.
The backtest only needed the OHLC data.
Just waiting for some RT trades is impossible IMO. Around 1 trade a week is generated. And the minimum system test is at least 100 trades IMO.
I'm not that patient
So I programmed the system in ProSuite.
No better then break even.
But examining the winning bars shows theorecically there was more profit in them.
And the loosing bars show that they theorectically could have be winners if I had taken a smaller profit target.
Trailing stops are the solutions here. But (as you) say for that intraday data is needed.
Is it possible (with some script) to use 1 minute bars as intraday data when testing an 'EOD' system?