Thanks. Well, I was at least surprised of this behaviour since EOD data series should be rather common and I did not expect it required such explicit code in my script to avoid peeking into the future.
Maybe it relates to the more general question "which defaults apply when testing and trading with daily bars?". Trades always entering and exiting at the open? And how to change this behaviour? In fact I would still like to use my EOD signal to trade the very same day at the close (in live trading I would then use the indicator data e. g. 3 minutes before the close, of course - yes, it is available by that time). I believe I can achieve this in live trading using BarOffset but any chance to enter/exit trades at the daily bar close in test mode?
There is probably a section in the manual discussing this - I just haven't found it yet. Any hints appreciated.