Experts: Futures Portfolio Control Expiration
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Futures Portfolio Control Expiration:
A portfolio EA for the MOEX FORTS market.
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.
Author: Sergey Chalyshev