P.S. I have gotten around it by keeping previous datetime of the daily timeframe and skipping unless it's a new datetime:
for _, d in enumerate(self.datas): if d._timeframe == 4 or (d in prev_dt.keys() and d.datetime == prev_dt[d]): continue prev_dt[d] = d.datetime # trading logic here
Please let me know if there is a better way to do this. Thanks!