Yes, but this is not required if the file type is .CMD . The J.P. Software alternate shells treat these characters the same as their IBM or Microsoft counterparts. In this approach, a .BAT file is created for each REXX program. When a command is issued with the name of the REXX program, the .BAT file is invoked by the operating system which, in turn, invokes the REXX program. The extension used to name your REXX program depends on what your REXX language processor expects.
Advantages Is probably the most portable of all approaches.
Can automate the initial creation of .BAT files for each REXX program. Can run REXX program files as both commands and subroutines. Able to redirect or pipe the command output. Produces no spurious output. Works properly with the normal PATH search order.