The EXIT command is one of the four debugger commands that can be
    used to execute your program (the others are CALL, GO, and STEP).

    Ending a Debugging Session:

    To end a debugging session, enter the EXIT command at the
    debugger prompt without specifying any parameters. This causes
    orderly termination of the session: the program's application-
    declared exit handlers (if any) are executed, the debugger exit
    handler is executed (closing log files, restoring the screen and
    keypad states, and so on), and control is returned to the command
    interpreter. You cannot then continue to debug your program by
    entering the DCL command DEBUG or CONTINUE (you must restart the
    debugger).

    Because EXIT runs any application-declared exit handlers, you can
    set breakpoints in such exit handlers, and the breakpoints are
    triggered upon typing EXIT. Thus, you can use EXIT to debug your
    exit handlers.

    To end a debugging session without running any application-
    declared exit handlers, use the QUIT command instead of EXIT.

    Using the EXIT Command in Command Procedures and DO Clauses:

    When the debugger executes an EXIT command (without any
    parameters) in a command procedure, control returns to the
    command stream that invoked the command procedure. A command
    stream can be the terminal, an outer (containing) command
    procedure, or a DO clause in a command or screen display
    definition. For example, if the command procedure was invoked
    from within a DO clause, control returns to that DO clause, where
    the debugger executes the next command (if any remain in the
    command sequence).

    When the debugger executes an EXIT command (without any
    parameters) in a DO clause, it ignores any remaining commands
    in that clause and displays its prompt.