An update to the new strategy...

Looking at backtested data, waiting to enter a position on the following open is nowhere near as profitable.  The main reason is because a buy signal is often followed by a gap up that doesn't fill, and sell signals are often followed by gap downs.   This really cuts into total profit.  As a result, I will keep entering trades on the close.  The only exception will be when it's "too close to call".   This will happen on occasion, and I'll just post near the close that I can't determine the signal.  On those relatively rare occasions, the system will just use the opening price the following day if there is a new signal.   Given its infrequency, I don't see this affecting system profits too much.