Richard, you're right and I was confused with the logic of Harris' request. He should add an "exit order" to the bracket.
That said, using a MOC order as an "exit order" in this combination will pose a few challenges. Firstly, exchanges may not accept on-close orders submitted too close to the auction, so if the parent order executes, say, 30 seconds before close, the exit order may not get accepted and the position will not be closed, so an expiration time should be attached to the parent order, e.g. using the Good-till-date field. Secondly, child orders in the bracket are combined into an OCA group to cancel each other. While single MOC orders are easy to integrate into a bracket order, getting them to work in an OCA group can be much trickier than a normal RTH order, though looking at my notes again I recall it is not completely impossible (if "Reduce" mode without overfill protection is used, but I don't know if this can be specified for the bracket children's OCA group since it is created by TWS automatically).
