Expected Behavior

If the PortfolioTarget has a Tag, the orders generated by the Execution Model have the same tag.

By the way, the Execution Model should allow for (or even default to) asynchronous orders.

Actual Behavior

Not supported.

Potential Solution

Review Execution models. They should have:

algorithm.MarketOrder(data.Security.Symbol, orderSize, tag: target.Tag);

Asynch:

algorithm.MarketOrder(data.Security.Symbol, orderSize, true, target.Tag);

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues