I thought the torch wasn't suposed to go out until after the Olympics

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Have you checked the pin number driving the relay. Does Mach 3 turn it off at the right time.
I have a feeling it must do. because you say if you disconnect a wire, the relay drops out. Have you wired it up as a "push botton" circuit - i.e. there is a second contact on the relay hlding it on, until a different relay opens the circuit.
Have you a wiring diagram of your circuit for the torch
