"Continental militia units will participate in the Opening Cannonade and may fire with 1 die and then choose to retire prior to the start of the battle."
If the Militia does choose to retire, must they also make a rally roll?
Prior to the first turn in the battle, when opening cannonade rules are in effect, all artillery units may engage in ranged combat when the artillery unit is in range and has line of sight to an enemy unit. The side that moves first designates one artillery unit to fire. Then, each side will alternate firing their artillery units and possibly retiring until all artillery units on both sides have done a cannonade.
After an artillery unit has fired its opening cannonade, it may retire back 2 hexes toward its baseline or hold its position. If the unit retires, it may move through friendly units, leaders and terrain that is not impassable. No rally check is required on the cannonade retire movement.