If you don't want the game to end automatically at the start of 1919, you need to edit the file game_victory_conditions.lua in the folder Commander The Great War/Data/Scripts/Game (using Notepad or something similar).
About 2/5 of the way down, under the header "Terminal condition - achieving this ends game" there's a line that says
"if game.date.year == 1919 then". Change "1919" to some other year, or if you don't want the game to end at all, you can put in a really big number or something less than 1914.
Now you can have the satisfaction of actually beating the opposing alliance into submission. Hopefully
