In EU4, is there any way to set my ship to auto explore with an explorer?
I dislike having to keep going back to the ship to click the next ocean tile. Is there any way to set it to auto explore and forget about it?
There is no auto explore button as there is with protecting trade etc.
However you can define multiple destinations by holding down the shift key
whilst plotting your course. This allows you to select multiple ocean tiles. Therefore you can customise the course you wish a ship to take over the coming weeks/months by selecting lots of different destinations in one go.
The same applies with land units.
For Naval units there is also the Patrol option. Which once selected will cause the ships to repeat their orders in a loop. This can include docking at a friendly port for repairs.
A combination of using the Shift Key
to stack orders and plot your desired course and then using the Patrol option to repeat those orders can be very handy and make Naval operations such as exploring a doddle rather than a chore.
I use this a lot when exploring, by making a ship sail up and down the same stretch of coast line over and over again. Then leaving him to it. You've just got to mindful of the ships attrition and make sure it visits port for repairs regularly enough.
Update - Limited to El Dorado DLC only
As @Max stated, you can now order fleets with explorers to automatically explore uncharted territories and coasts without taking attrition.
"Fleets with an explorer and at least 3 light or heavy ships (or a mix of both), that are in a port can undertake exploration missions such as exploring a sea, charting a coastline and circumnavigating the globe. When on an exploration mission, they do not suffer from attrition and cannot divert from their course."
See the Naval Exploration section of the EU4 wiki
In the El Dorado DLC, a fleet of at least three heavy or light ships can be given exploration missions to explore a sea, chart a coastline, and (from dip. tech 9) circumnavigate the world.