These would be very helpful. Fidelity supports both but wealth-lab doesn't have on the close orders, one-triggers the other or if this condition is met trigger the order. The only conditional order it supports is the one-cancels the other when bracketing orders (which is very helpful thank you).

Fidelity or anything, AtClose[bar] orders are not supported by design for automated trading.

For EOD live trading, updating Yahoo! partial data prior to the close can do the trick. You might want to check out the WealthScript Programming Guide > Programming Trading Strategies > Alerts > How to: Alert for AtClose Signals. It could be semi-automated with an AutoIT script or by running a dummy Strategy in the SM with "Daily Strategy Scheduling" set to e.g. 3:55pm to gather Y! data.

Another possibility that eliminates AtClose orders is to switch to intraday which requires a rewrite of the Strategy.

That makes sense. But on the close for non-automated trading would be very helpful for day strategies that use that. Thanks as always for the quick response.

Out of curiosity, how do you signal your EOD MOC orders? Do you use bar + 1 or on bar (the same day)?

If it were supported, theoretically you enter a MOC order running a script with yesterday's data to signal a MOC order for today. But this isn't even possible for "today's" data since MOC orders need to be entered 10/15 minutes (Nasdaq/NYSE) before the close.

Fidelity actually allows a time of day "On the close" order (as opposed to "day"). They prevent any cancellation of the order within 20 minutes of the close and the market makers take all of those and fill them if possible so you're 99% sure to get the closing price. A sell order at 3:55 most of the time is a bit off of the close, and if put at 3:58 you risk a connection hiccup and missing the order all together.

Some of the strategies I've been playing with have a Bar + 1. sell at a stop loss but if it doesn't fill it sells on the close, or the buy at the open of Bar + 1 and sell on the close of the same day. Right now I'm manually having to cancel the stop loss orders around 3:30 and then enter the on the close order for the first type. For the second I have to manually enter the on the close orders anytime after the open.

If WL worked with Fidelity's one-cancels-the other with an on the close order then I could enter both the stop loss and the on the close at the same time just like I enter stop loss and limits at the same time. Then it would simply be a matter of cancelling the stops before the on the close is locked in which is a lot easier to do if 20+ positions are open since I wouldn't be entering that same number of positions.

If it allowed Fidelity's one-triggers-the-other, then I could enter the buy at the market (on the open) and trigger the on the close sell. Without the conditional it would work since I wouldn't be holding the position until the market order executed.

There is such huge potential with this platform and Fidelity but both have significant limitations that I'm running into. When I move to automated most of what needs to be done are workarounds of these limitations rather than actual strategy issues.

Thanks as always.