If your external data is from end of day, then it has no business being used during that same day anyways. End of day data can possibly only be used for next day, which makes shifting your external data back by one day the only sensible thing to do, and not a "dirty workaround".

If you still like the results after testing it that way, all you'll have to do to reproduce the same behavior in live trading is to trade as the market opens. Pretty much a non-issue.