//+------------------------------------------------------------------+ //| CleanTrendEA_FTMO.mq5 | //| | //| FTMO 2-Step Challenge Edition | //| Built specifically for $100k (or any size) FTMO challenge. | //| | //| FTMO RULE TRACKING BUILT IN: | //| 1. Daily Loss Guard - stops at 4.5% (FTMO limit is 5%) | //| 2. Total Loss Floor - stops at 9.0% (FTMO limit is 10%) | //| 3. Profit Target Lock - stops new entries at 9.5% profit | //| (FTMO target is 10% Phase 1, 5% Phase 2) | //| 4. Trading Day Counter - tracks minimum 4 days requirement | //| | //| CRITICAL — DAILY LOSS RULE: | //| FTMO calculates daily loss as: Balance-at-midnight MINUS your | //| current equity (which includes ALL open floating losses, | //| commissions and swaps). This is the #1 reason challenges fail.| //| This EA tracks it correctly. | //| | //| STRATEGY: | //| Trend filter (200 EMA) + EMA cross entry (20/50) | //| ATR-based stops, targets and trailing stop | //| Risk-based position sizing (% of balance per trade) | //| | //| HOW TO USE: | //| 1. Set InpInitialBalance to your exact challenge balance | //| 2. Set InpTimeframe and attach to a chart of that timeframe | //| 3. Keep InpRiskPercent at 1.0% - do NOT increase it | //| 4. Run in Strategy Tester BEFORE the real challenge | //| 5. One chart per symbol. Use different InpMagic per chart. | //+------------------------------------------------------------------+ #property copyright "Educational template - FTMO Edition" #property version "1.00" #property description "Transparent FTMO-rule-aware trend EA." #include //================================================================== // INPUTS //================================================================== input group "=== FTMO Challenge Settings ===" input double InpInitialBalance = 100000.0; // Challenge starting balance ($) input double InpDailyLossLimitPct = 4.5; // Daily loss limit % (FTMO=5%, use 4.5 as buffer) input double InpTotalLossFloorPct = 9.0; // Max total loss % (FTMO=10%, use 9.0 as buffer) input double InpProfitTargetPct = 9.5; // Stop new entries at this profit % (Phase1=10%) input group "=== Strategy ===" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Timeframe (attach chart to match!) input int InpFastEMA = 20; // Fast EMA period input int InpSlowEMA = 50; // Slow EMA period input int InpTrendEMA = 200; // Long-term trend filter EMA input int InpATRPeriod = 14; // ATR period input group "=== Risk Management ===" input double InpRiskPercent = 1.0; // Risk per trade (% of balance) — keep at 1% input double InpATR_SL_Mult = 2.0; // Stop loss = ATR x this input double InpATR_TP_Mult = 3.0; // Take profit = ATR x this input double InpATR_Trail_Mult = 2.0; // Trailing stop = ATR x this input bool InpUseTrailing = true; // Use ATR trailing stop input group "=== Misc ===" input long InpMagic = 20260601; // Magic number (change per chart/symbol) input int InpMaxSlippage = 30; // Max slippage in points //================================================================== // GLOBALS //================================================================== CTrade trade; int hFastEMA = INVALID_HANDLE; int hSlowEMA = INVALID_HANDLE; int hTrendEMA = INVALID_HANDLE; int hATR = INVALID_HANDLE; // --- Day tracking --- datetime g_currentDay = 0; double g_dayStartBalance = 0.0; // BALANCE (closed trades only) at midnight = FTMO daily reference bool g_tradingDisabled = false; string g_disableReason = ""; // --- FTMO metrics --- double g_dailyLossPct = 0.0; double g_totalLossPct = 0.0; double g_profitPct = 0.0; bool g_profitTargetHit = false; // --- Trading day counter --- int g_tradingDays = 0; datetime g_lastTradingDate = 0; // --- Heartbeat --- datetime g_lastBarTime = 0; datetime g_lastTickLocal = 0; //================================================================== // INIT / DEINIT //================================================================== int OnInit() { trade.SetExpertMagicNumber(InpMagic); trade.SetDeviationInPoints(InpMaxSlippage); trade.SetTypeFillingBySymbol(_Symbol); hFastEMA = iMA(_Symbol, InpTimeframe, InpFastEMA, 0, MODE_EMA, PRICE_CLOSE); hSlowEMA = iMA(_Symbol, InpTimeframe, InpSlowEMA, 0, MODE_EMA, PRICE_CLOSE); hTrendEMA = iMA(_Symbol, InpTimeframe, InpTrendEMA, 0, MODE_EMA, PRICE_CLOSE); hATR = iATR(_Symbol, InpTimeframe, InpATRPeriod); if(hFastEMA==INVALID_HANDLE || hSlowEMA==INVALID_HANDLE || hTrendEMA==INVALID_HANDLE || hATR==INVALID_HANDLE) { Print("ERROR: Could not create indicator handles."); return(INIT_FAILED); } // Set day reference using BALANCE (not equity) at the current moment. // This matches FTMO's rule: daily loss reference = balance at midnight. g_currentDay = StartOfDay(TimeCurrent()); g_dayStartBalance = AccountInfoDouble(ACCOUNT_BALANCE); g_tradingDisabled = false; g_disableReason = ""; g_lastTickLocal = TimeLocal(); Print("FTMO EA started. Initial Balance: ", DoubleToString(InpInitialBalance, 2), " | Daily Limit: ", DoubleToString(InpDailyLossLimitPct, 1), "%", " | Total Floor: ", DoubleToString(InpTotalLossFloorPct, 1), "%", " | Profit Target: ", DoubleToString(InpProfitTargetPct, 1), "%"); EventSetTimer(1); UpdateDashboard(); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { EventKillTimer(); if(hFastEMA != INVALID_HANDLE) IndicatorRelease(hFastEMA); if(hSlowEMA != INVALID_HANDLE) IndicatorRelease(hSlowEMA); if(hTrendEMA != INVALID_HANDLE) IndicatorRelease(hTrendEMA); if(hATR != INVALID_HANDLE) IndicatorRelease(hATR); Comment(""); } //================================================================== // MAIN TICK HANDLER //================================================================== void OnTick() { g_lastTickLocal = TimeLocal(); // --- 1. New day rollover --- datetime today = StartOfDay(TimeCurrent()); if(today != g_currentDay) { g_currentDay = today; // Record BALANCE (not equity) as the new day's reference — matches FTMO rule g_dayStartBalance = AccountInfoDouble(ACCOUNT_BALANCE); // Only re-enable if we were shut down for daily loss (not total loss / profit target) if(g_disableReason == "DAILY_LOSS") { g_tradingDisabled = false; g_disableReason = ""; Print("New trading day. Daily loss counter reset. Trading re-enabled."); } } // --- 2. Calculate all FTMO metrics --- double equity = AccountInfoDouble(ACCOUNT_EQUITY); double balance = AccountInfoDouble(ACCOUNT_BALANCE); // Daily loss: (day-start BALANCE) minus (current EQUITY) — includes all floating + commissions double dailyLossDollars = g_dayStartBalance - equity; g_dailyLossPct = (g_dayStartBalance > 0.0) ? dailyLossDollars / g_dayStartBalance * 100.0 : 0.0; // Total loss from initial balance double totalLossDollars = InpInitialBalance - equity; g_totalLossPct = (InpInitialBalance > 0.0) ? totalLossDollars / InpInitialBalance * 100.0 : 0.0; // Profit from initial balance g_profitPct = (InpInitialBalance > 0.0) ? (equity - InpInitialBalance) / InpInitialBalance * 100.0 : 0.0; // --- 3. FTMO kill switches (checked every tick) --- if(!g_tradingDisabled) { // Daily loss guard (4.5% buffer under 5% FTMO limit) if(g_dailyLossPct >= InpDailyLossLimitPct) { CloseAllPositions(); g_tradingDisabled = true; g_disableReason = "DAILY_LOSS"; Print("DAILY LOSS LIMIT HIT: ", DoubleToString(g_dailyLossPct, 2), "%. Closing all trades. Will reset on next calendar day."); } // Total loss floor (9% buffer under 10% FTMO limit) else if(g_totalLossPct >= InpTotalLossFloorPct) { CloseAllPositions(); g_tradingDisabled = true; g_disableReason = "MAX_LOSS"; Print("TOTAL LOSS FLOOR HIT: ", DoubleToString(g_totalLossPct, 2), "%. Closing all trades. PERMANENT — challenge at risk."); } // Profit target reached — stop new entries, protect the gain else if(g_profitPct >= InpProfitTargetPct && !g_profitTargetHit) { g_profitTargetHit = true; Print("PROFIT TARGET REACHED: ", DoubleToString(g_profitPct, 2), "%. Stopping new entries. Let existing trades close naturally."); } } // --- 4. Manage open trades (trailing stop) --- if(InpUseTrailing) ManageTrailing(); UpdateDashboard(); if(g_tradingDisabled || g_profitTargetHit) return; // --- 5. Entry logic: once per new closed bar --- datetime barTime = iTime(_Symbol, InpTimeframe, 0); if(barTime == g_lastBarTime) return; g_lastBarTime = barTime; CheckForEntry(); } void OnTimer() { UpdateDashboard(); } //================================================================== // ENTRY LOGIC //================================================================== void CheckForEntry() { if(PositionExistsForThisEA()) return; double fast[], slow[], trend[], atr[]; ArraySetAsSeries(fast, true); ArraySetAsSeries(slow, true); ArraySetAsSeries(trend, true); ArraySetAsSeries(atr, true); if(CopyBuffer(hFastEMA, 0, 0, 3, fast) < 3) return; if(CopyBuffer(hSlowEMA, 0, 0, 3, slow) < 3) return; if(CopyBuffer(hTrendEMA,0, 0, 2, trend) < 2) return; if(CopyBuffer(hATR, 0, 0, 2, atr) < 2) return; double atrVal = atr[1]; if(atrVal <= 0.0) return; double price = iClose(_Symbol, InpTimeframe, 1); double trendVal = trend[1]; // Cross on CLOSED bars only bool crossUp = (fast[2] <= slow[2]) && (fast[1] > slow[1]); bool crossDown = (fast[2] >= slow[2]) && (fast[1] < slow[1]); bool trendUp = (price > trendVal); bool trendDown = (price < trendVal); if(crossUp && trendUp) OpenTrade(ORDER_TYPE_BUY, atrVal); else if(crossDown && trendDown) OpenTrade(ORDER_TYPE_SELL, atrVal); } void OpenTrade(ENUM_ORDER_TYPE type, double atrVal) { double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); double slDist = atrVal * InpATR_SL_Mult; double tpDist = atrVal * InpATR_TP_Mult; double entry, sl, tp; if(type == ORDER_TYPE_BUY) { entry = ask; sl = entry - slDist; tp = entry + tpDist; } else { entry = bid; sl = entry + slDist; tp = entry - tpDist; } double lots = CalcLotSize(slDist); if(lots <= 0.0) return; sl = NormalizeDouble(sl, _Digits); tp = NormalizeDouble(tp, _Digits); bool ok = (type == ORDER_TYPE_BUY) ? trade.Buy(lots, _Symbol, 0.0, sl, tp, "CleanTrendEA_FTMO") : trade.Sell(lots, _Symbol, 0.0, sl, tp, "CleanTrendEA_FTMO"); if(ok) { // Count trading day datetime tradeDate = StartOfDay(TimeCurrent()); if(tradeDate != g_lastTradingDate) { g_tradingDays++; g_lastTradingDate = tradeDate; } } else Print("Order failed: ", trade.ResultRetcode(), " - ", trade.ResultRetcodeDescription()); } //================================================================== // POSITION SIZING //================================================================== double CalcLotSize(double slDistPrice) { double balance = AccountInfoDouble(ACCOUNT_BALANCE); double riskMoney = balance * InpRiskPercent / 100.0; double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE); double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE); if(tickSize <= 0.0 || tickValue <= 0.0) return(0.0); double lossPerLot = (slDistPrice / tickSize) * tickValue; if(lossPerLot <= 0.0) return(0.0); double lots = riskMoney / lossPerLot; double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN); double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX); double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP); if(lotStep > 0.0) lots = MathFloor(lots / lotStep) * lotStep; if(lots < minLot) { Print("Risk lot (", DoubleToString(lots,4), ") < broker minimum (", DoubleToString(minLot,2), "). Skipping trade."); return(0.0); } if(lots > maxLot) lots = maxLot; return(NormalizeDouble(lots, 2)); } //================================================================== // TRADE MANAGEMENT //================================================================== void ManageTrailing() { double atr[]; ArraySetAsSeries(atr, true); if(CopyBuffer(hATR, 0, 0, 2, atr) < 2) return; double atrVal = atr[1]; if(atrVal <= 0.0) return; double trailDist = atrVal * InpATR_Trail_Mult; for(int i = PositionsTotal()-1; i >= 0; i--) { ulong ticket = PositionGetTicket(i); if(ticket == 0) continue; if(PositionGetInteger(POSITION_MAGIC) != InpMagic) continue; if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue; long pType = PositionGetInteger(POSITION_TYPE); double openP = PositionGetDouble(POSITION_PRICE_OPEN); double curSL = PositionGetDouble(POSITION_SL); double curTP = PositionGetDouble(POSITION_TP); double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); if(pType == POSITION_TYPE_BUY) { double newSL = NormalizeDouble(bid - trailDist, _Digits); if(newSL > curSL && newSL > openP) trade.PositionModify(ticket, newSL, curTP); } else if(pType == POSITION_TYPE_SELL) { double newSL = NormalizeDouble(ask + trailDist, _Digits); if((curSL == 0.0 || newSL < curSL) && newSL < openP) trade.PositionModify(ticket, newSL, curTP); } } } bool PositionExistsForThisEA() { for(int i = PositionsTotal()-1; i >= 0; i--) { ulong ticket = PositionGetTicket(i); if(ticket == 0) continue; if(PositionGetInteger(POSITION_MAGIC) == InpMagic && PositionGetString(POSITION_SYMBOL) == _Symbol) return(true); } return(false); } void CloseAllPositions() { for(int i = PositionsTotal()-1; i >= 0; i--) { ulong ticket = PositionGetTicket(i); if(ticket == 0) continue; if(PositionGetInteger(POSITION_MAGIC) == InpMagic && PositionGetString(POSITION_SYMBOL) == _Symbol) trade.PositionClose(ticket); } } //================================================================== // DASHBOARD //================================================================== void UpdateDashboard() { double equity = AccountInfoDouble(ACCOUNT_EQUITY); double balance = AccountInfoDouble(ACCOUNT_BALANCE); double floatPL = equity - balance; int secsSinceTick = (int)(TimeLocal() - g_lastTickLocal); // FTMO dollar amounts double dailyLossDollars = g_dayStartBalance - equity; double dailyAllowance = InpInitialBalance * InpDailyLossLimitPct / 100.0; double totalLossDollars = InpInitialBalance - equity; double totalAllowance = InpInitialBalance * InpTotalLossFloorPct / 100.0; double profitDollars = equity - InpInitialBalance; double profitTarget$ = InpInitialBalance * InpProfitTargetPct / 100.0; // Status line string status; if(g_tradingDisabled && g_disableReason == "DAILY_LOSS") status = "!!! DAILY LOSS LIMIT — RESETS TOMORROW !!!"; else if(g_tradingDisabled && g_disableReason == "MAX_LOSS") status = "!!! MAX TOTAL LOSS — CHECK ACCOUNT NOW !!!"; else if(g_profitTargetHit) status = "*** PROFIT TARGET HIT — NO NEW ENTRIES ***"; else status = "ACTIVE"; // Build the dashboard string txt = "========= CleanTrendEA — FTMO EDITION =========\n" + "Symbol: " + _Symbol + "\n" + "Timeframe: " + TimeframeToString(InpTimeframe) + " <-- attach chart to THIS\n" + "Status: " + status + "\n" + "------------------------------------------------\n" + " FTMO SCORECARD\n" + " Balance: $" + DoubleToString(balance, 2) + "\n" + " Equity: $" + DoubleToString(equity, 2) + " (float: " + DoubleToString(floatPL, 2) + ")\n" + "------------------------------------------------\n" + " DAILY LOSS: $" + DoubleToString(MathMax(dailyLossDollars, 0.0), 2) + " (" + DoubleToString(MathMax(g_dailyLossPct, 0.0), 2) + "%)" + " LIMIT: $" + DoubleToString(dailyAllowance, 0) + "\n" + " TOTAL LOSS: $" + DoubleToString(MathMax(totalLossDollars, 0.0), 2) + " (" + DoubleToString(MathMax(g_totalLossPct, 0.0), 2) + "%)" + " LIMIT: $" + DoubleToString(totalAllowance, 0) + "\n" + " PROFIT: $" + DoubleToString(profitDollars, 2) + " (" + DoubleToString(g_profitPct, 2) + "%)" + " TARGET: $" + DoubleToString(profitTarget$, 0) + "\n" + "------------------------------------------------\n" + " Trading days this session: " + IntegerToString(g_tradingDays) + " / 4 min required\n" + " Risk per trade: " + DoubleToString(InpRiskPercent, 1) + "% of balance\n" + " Initial balance set to: $" + DoubleToString(InpInitialBalance, 0) + "\n" + "------------------------------------------------\n" + " Heartbeat: " + IntegerToString(secsSinceTick) + "s since last tick\n" + "================================================"; Comment(txt); } //================================================================== // HELPERS //================================================================== datetime StartOfDay(datetime t) { MqlDateTime st; TimeToStruct(t, st); st.hour = 0; st.min = 0; st.sec = 0; return(StructToTime(st)); } string TimeframeToString(ENUM_TIMEFRAMES tf) { switch(tf) { case PERIOD_M1: return("M1"); case PERIOD_M5: return("M5"); case PERIOD_M15: return("M15"); case PERIOD_M30: return("M30"); case PERIOD_H1: return("H1"); case PERIOD_H4: return("H4"); case PERIOD_D1: return("D1"); case PERIOD_W1: return("W1"); case PERIOD_MN1: return("MN1"); default: return(EnumToString(tf)); } } //+------------------------------------------------------------------+