It's really the metatrader/position-based execution platforms that werent built with FIFO in mind.

But the hedging rule could throw some stuff off with some of the automated trading. Especially like PFG Best (USA, MT4 broker) is allowing INTRADAY hedging. But if any hedge positions are not closed by 5pm EST, all positions in the same market up to the hedging positions will be exited on a first in-first out basis.

So if your ea has 10 long positions and then at 4:59 places a sell position, you might be screwed.

You would have to have a separate acct ea that watches for hedging positions and then will cancel them. Or modify existing EA if needed.