I'd like to buy market on close (which I can do thru Fidelity Active Trader) but I know that WL5 didn't originally support market on close orders. Has anyone figured a work around yet?
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You cannot auto-trade MOC. The interface does not exist.
You can use a market order on the 15:59 bar using the logic outlined in the WealthScript Programming Guide: Programming Trading Strategies > Alerts > How to: Alert for AtClose Signals
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Sorry with such a trivial question but is there a link to what you refer to above because I can't find it.
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Wealth-Lab > Help menu.
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