When backtesting, RightEdge fills a market on close order at the close price of the next bar. If you are not using daily bars this may not be very useful.
If you want to implement this yourself I think you would need to specify when the market closes, and how far before the close the order should be submitted as a market order. I would recommend putting this logic in your trading system, and not supporting the market on close order in your broker. You could do it either way though.