Futures Portfolio Control Expiration – EA MetaTrader 5
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The Expert Advisor demonstrates the use of functions from the Current Next Futures script, which enables automatic switch to a new futures before expiration. The EA opens a position of the appropriate volume on three instruments, which are specified in input parameters. Negative volume values are used for sell positions, positive ones are for buy positions. A few hours before the expiration of the futures (specified in hours_before_expiration), the EA closes the position and opens a new one on the new futures symbol.
Input Values
Symbol1 – a short name of the first symbol;
Symbol2 – a short name of the second symbol;
Symbol3 – a short name of the third symbol;
Lot1 – volume for the first symbol;
Lot2 – volume for the second symbol;
Lot3 – volume for the third symbol;
hours_before_expiration – how many hours before expiration the EA should switch to a new futures symbols.
Current Next Futures - script MetaTrader 5 The script has three independent functions for determining the current (nearest) FORTS futures. The short name of the futures, such…
