Alexander Mukhanchikov "Падает" - приводите стэктрейс.
По поводу Apply(this) - всё написано в документации
13:51:49.050 | Error | UnhandleException | System.IndexOutOfRangeException: Index was outside the bounds of the array.
at StockSharp.Algo.MarketRuleHelper.#=q5tE5pMwBLHpbY5GB03GIig==.#=qpwQa0ec4L11d9qoHhvukUQ==(MarketTimer #=qrp1xDbP_kZMfjVGQfYoKiQ==, Boolean #=qkLAqWGH2XKiJVtIFuXfv0Q==)
at StockSharp.Algo.MarketTimer.#=qHWOSW6k$_YnVe_5fvF$1lVbPeaqRg9hj5p9vwh7OX6w=()
at Ecng.Common.DelegateHelper.SafeInvoke(Action handler)
at StockSharp.Algo.BaseTrader.RaiseMarketTimeChanged()
at StockSharp.Algo.BaseTrader.OnMarketTimeChanged()
at Ecng.Common.ThreadingHelper.<>c__DisplayClass1.<Timer>b__0(Object s)
at System.Threading._TimerCallback.TimerCallback_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading._TimerCallback.PerformTimerCallback(Object state)
Вот такое исключение сразу после вызова OnStarting();