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MarketOnCloseOrder in backtesting

I have seen this thread 

https://www.quantconnect.com/forum/discussion/1571/has-anyone-seen-marketoncloseorder-work-in-backtesting/p1

and I know that MarketOnCloseOrder works if you have second resolution selected in your data. I am wondering if there is any way I can use MarketOnCloseOrder in backtesting with daily resolution ? (I tried it and it does not seem to work)

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Please checkout this thread 

https://www.quantconnect.com/forum/discussion/2222/marketonclose-not-working-with-daily-resolution

where we answered this question:

"OnData receives daily bars when the market is closed, therefore MarketOnOpen and MarketOnClose orders should not be used with that resolution."

and suggest a solution.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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