The problem with Custom Sorting is that RadGridView cannot know automatically that the collection has been filtered by a certain column. That is why it does not show the Sort indicator of the Column. Here is an example with custom sorting: http://demos.telerik.com/silverlight/#GridView/CustomSorting
Furthermore you can use the internal Filtering of RadGridView by implementing the IComparable interface for your business objects. http://demos.telerik.com/silverlight/#GridView/CustomSorting
Let me know if I can help you further with this.
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