I asked my supplier of filament how to go about changing filament color while printing. I suspected they would know. They asked me what printer and software I was using. A couple hours ago I got a reply. I use Cura and I have a Simple Metal 1403 with heat bed. This is what they told me to do.
One easy way to change filament on the fly with Cura is to do this:
When you get to the spot you want to change the filament, type this into the command input line in the print control window:
M220 S1 (make sure you do this while it is printing infill and not outer layers)
That will slow your printer down to 1% speed
Carefully change the filament to the new color, then type
M220 S100
to speed the printer back up to regular speed. Keep in mind there is a buffer, so it might take a while for the printer to change speeds.
I hope this bit of information is useful.