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)