[{"data":1,"prerenderedAt":168},["ShallowReactive",2],{"live-categories":3,"article-ftmo-ea-rules":34,"related-ftmo-ea-rules":73,"cat-name-prop-firms":159},{"categories":4},[5,11,15,19,23,26,30],{"slug":6,"sort":7,"name":8,"description":9,"metaTitle":9,"metaDescription":9,"articles":10},"risk-management",1,"Risk Management",null,2,{"slug":12,"sort":10,"name":13,"description":9,"metaTitle":9,"metaDescription":9,"articles":14},"prop-firms","Prop Firms",5,{"slug":16,"sort":17,"name":18,"description":9,"metaTitle":9,"metaDescription":9,"articles":10},"tradingview",3,"Tradingview",{"slug":20,"sort":21,"name":22,"description":9,"metaTitle":9,"metaDescription":9,"articles":17},"mt5",4,"Mt5",{"slug":24,"sort":14,"name":25,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},"crypto-exchanges","Crypto Exchanges",{"slug":27,"sort":28,"name":29,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},"strategies",6,"Strategies",{"slug":31,"sort":32,"name":33,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},"comparisons",7,"Comparisons",{"id":35,"status":36,"publishedAt":37,"updatedAt":37,"author":38,"authorSlug":39,"coverId":9,"coverUrl":9,"ogImageUrl":9,"languageCode":40,"slug":41,"title":42,"excerpt":43,"body":44,"metaTitle":42,"metaDescription":45,"readingTime":46,"headings":47,"category":12,"midCtaAfterBlock":72},"fc97902b-e2ac-4caa-a3b2-e882f0283072","published","2026-09-11T19:57:00.000Z","Michael Novik","michael-novik","en-US","ftmo-ea-rules","FTMO EA Rules: Request Limits and the $400k Cap","FTMO allows Expert Advisors outright, with no approval and no source code. What it caps instead is activity, and the number that catches people counts every stop adjustment.","\u003Cp dir=\"ltr\">Most of what gets written about FTMO and automated trading is wrong in the same direction. Search it and you'll find pages implying approval processes, source code submissions and restricted strategy types, usually on sites paid a commission when you buy a challenge.\u003C\u002Fp>\u003Cp dir=\"ltr\">FTMO's own position is simpler than that, and it's published. Your trading style is up to you, including algorithmic trading and Expert Advisors. No pre-approval. No source code to submit.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>FTMO permits Expert Advisors on challenge, verification and funded accounts with no approval step. What it limits instead is activity: 200 orders open at one time, 2,000 positions per day, and a hyperactivity threshold at more than 2,000 server requests per day. Separately, total capital across your accounts is capped at $400,000 per trader or per strategy, and identical strategies detected across accounts can be suspended.\u003C\u002Fstrong>\u003C\u002Fp>\u003Cp dir=\"ltr\">Two of those catch automated traders regularly. Neither is the one people worry about.\u003C\u002Fp>\u003Ch2 id=\"section-0\" dir=\"ltr\">What counts as a server request?\u003C\u002Fh2>\u003Cp dir=\"ltr\">An instruction your terminal sends to FTMO's trading server. FTMO's forbidden trading practices page defines the threshold as an account becoming hyperactive through \"more than 2,000 server requests per day\", and the same clause spells out what generates them: trades and pending orders being opened, modified, or closed.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Modified\u003C\u002Fstrong> is the word doing the work, and it's the reason this limit matters more than the position count.\u003C\u002Fp>\u003Cp dir=\"ltr\">Opening and closing a trade is two requests. Every adjustment in between is another one. Moving a stop loss is a request. Moving a take profit is a request. Updating a pending order's price is a request. FTMO's rules page names stop and target updates explicitly, so there's no room to read the limit as covering entries only.\u003C\u002Fp>\u003Cp dir=\"ltr\">Now do the arithmetic that nobody publishes.\u003C\u002Fp>\u003Cp dir=\"ltr\">A strategy that opens a position, adjusts its stop twenty times as the trade develops, and closes it, has sent twenty-two requests for one trade. Ninety trades like that in a day and the account is at the threshold. Run three strategies on the same account and you're dividing that budget three ways.\u003C\u002Fp>\u003Cp dir=\"ltr\">For most people this is a non-issue. A swing strategy taking four trades a week with a fixed stop sends single digits per day, and the cap is irrelevant. It becomes real in exactly one pattern: \u003Cstrong>anything that moves a stop repeatedly as price moves.\u003C\u002Fstrong> That mechanism is common, it's often sold as a safety feature, and the request cost of it is disclosed by nobody.\u003C\u002Fp>\u003Cp dir=\"ltr\">If you're running something that adjusts stops continuously, count what it actually sends before you scale up position frequency. The number is knowable in advance and it's much easier to check than to explain afterwards.\u003C\u002Fp>\u003Ch2 id=\"section-1\" dir=\"ltr\">What doesn't count\u003C\u002Fh2>\u003Cp dir=\"ltr\">This is where most automated setups are quieter than people assume.\u003C\u002Fp>\u003Cp dir=\"ltr\">Watching your account costs nothing at the broker. Balance, equity, open positions and current prices all sit in your terminal's own memory, kept current by the broker's price feed. Anything reading those values is reading locally. It never leaves your machine, and it doesn't matter how often it happens.\u003C\u002Fp>\u003Cp dir=\"ltr\">Price streaming isn't a request either. The broker sends prices for the symbols you have open, continuously, as a subscription. That's identical whether an automated system is watching the chart or you are.\u003C\u002Fp>\u003Cp dir=\"ltr\">So the broker only hears from you when a trade actually happens. An idle strategy waiting for a signal sends nothing. A strategy that fires twice a day sends a handful of requests. The cap is about activity, not about being connected.\u003C\u002Fp>\u003Cp dir=\"ltr\">One caveat worth stating rather than glossing: a system watching for candle closes has to check the clock against its data, and while that's normally answered from what's already on the machine, whether a terminal occasionally refreshes that from the broker isn't something I've measured. I'd rather say that than publish a number I invented. It doesn't change the practical picture, because the volume that reaches 2,000 comes from order modifications, not from watching.\u003C\u002Fp>\u003Ch2 id=\"section-2\" dir=\"ltr\">The other two caps\u003C\u002Fh2>\u003Ctable style=\"min-width: 50px;\">\u003Ccolgroup>\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003C\u002Fcolgroup>\u003Ctbody>\u003Ctr>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Limit\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>What it means\u003C\u002Fp>\u003C\u002Fth>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>200 orders at one time\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Open positions plus pending orders, simultaneously, on one account\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>2,000 positions per day\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Total positions opened in a day\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>More than 2,000 server requests per day\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>The hyperactivity threshold, counting opens, modifications and closes\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003C\u002Ftbody>\u003C\u002Ftable>\u003Cp dir=\"ltr\">The 200 concurrent limit is the one grid and ladder strategies should look at. A grid placing pending orders at intervals accumulates them, and a wide grid on several symbols reaches three figures faster than it feels like it should. If the tool you're using lets you cap open positions, set that cap below 200 with room to spare rather than discovering the ceiling during a trending session.\u003C\u002Fp>\u003Cp dir=\"ltr\">FTMO's stated response to hyperactivity on its FAQ is that it may alert you and ask you to adjust your EA's logic or parameters. The forbidden practices page frames the same threshold more severely. Those two pages don't read identically, which is worth knowing: don't treat the softer wording as the operative one, and don't design a strategy that sits near the line.\u003C\u002Fp>\u003Ch2 id=\"section-3\" dir=\"ltr\">The $400,000 rule, and why third-party EAs trip it\u003C\u002Fh2>\u003Cp dir=\"ltr\">This one has nothing to do with server load and it's the one that costs people funded accounts.\u003C\u002Fp>\u003Cp dir=\"ltr\">FTMO caps total capital at $400,000 per trader \u003Cstrong>or per strategy\u003C\u002Fstrong>, across all your accounts at once, before any scaling, applying to 1-Step and 2-Step together. Equivalent figures exist in other currencies. If identically traded strategies are detected across multiple accounts and the combined capital passes the limit, FTMO states it reserves the right to suspend the accounts involved.\u003C\u002Fp>\u003Cp dir=\"ltr\">Read the \"or per strategy\" carefully, because it's not about you.\u003C\u002Fp>\u003Cp dir=\"ltr\">The clause works across traders, not just across your own accounts. FTMO's own guidance on third-party EAs makes the point directly: if you're running an EA that other traders are also running, you're all trading the same strategy, and the combined allocation is what's measured. You can be well inside your personal limit and still be part of an aggregate that isn't.\u003C\u002Fp>\u003Cp dir=\"ltr\">That's the actual risk in buying an EA off a marketplace and putting it on a funded account. Not that FTMO bans it. That a few hundred other buyers did the same thing, and none of you can see the total.\u003C\u002Fp>\u003Cp dir=\"ltr\">One timing detail that gets missed: the allocation cap bites at the \u003Ca href=\"\u002Fsolutions\u002Fprop-firm-traders\u002F\">funded stage\u003C\u002Fa>. FTMO places no limit on how many challenge and verification accounts you hold. So the strategy that carried you through three challenges can be the reason the fourth funded account doesn't get issued.\u003C\u002Fp>\u003Ch2 id=\"section-4\" dir=\"ltr\">Does building your own logic change anything?\u003C\u002Fh2>\u003Cp dir=\"ltr\">For this rule, yes, and it's the practical takeaway.\u003C\u002Fp>\u003Cp dir=\"ltr\">What FTMO measures is whether the strategy being traded is identical across accounts. Not what software produced it. A strategy you've designed — your own conditions, your own sizing, your own rules — isn't running on anyone else's account, so there's no aggregate to fall foul of.\u003C\u002Fp>\u003Cp dir=\"ltr\">The same logic applies in reverse to anything pre-built. A template used exactly as supplied, by a number of people who all found it in the same place, is in the same category as a marketplace EA for the purposes of this clause, regardless of what platform it came from. If you start from a template, change it into something that's yours.\u003C\u002Fp>\u003Cp dir=\"ltr\">Nothing here means FTMO has approved, classified or cleared any particular tool. Firms don't do that, and any page suggesting otherwise is selling you something.\u003C\u002Fp>\u003Ch2 id=\"section-5\" dir=\"ltr\">What's not restricted, and is worth knowing\u003C\u002Fh2>\u003Cp dir=\"ltr\">Two things people assume are prohibited and aren't.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Copying your own strategy across your own FTMO accounts is permitted\u003C\u002Fstrong>, subject to the allocation cap. What isn't permitted is holding accounts through separate registrations to get around the cap, or having someone else manage your account. The line is between your accounts and other people's.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>VPS use is generally fine.\u003C\u002Fstrong> Automation has to run somewhere, and FTMO's rules accommodate that.\u003C\u002Fp>\u003Cp dir=\"ltr\">The restrictions that do exist are behavioural: exploiting price feed errors or delays, holding opposing positions across accounts to distribute profit artificially, and trading that resembles gambling rather than a strategy. Those are about what the strategy does. None of them is about it being automated.\u003C\u002Fp>\u003Ch2 id=\"section-6\" dir=\"ltr\">The honest limitation\u003C\u002Fh2>\u003Cp dir=\"ltr\">You can't verify the $400,000 aggregate before it affects you.\u003C\u002Fp>\u003Cp dir=\"ltr\">If you're running your own logic, this is theoretical. If you're running anything pre-built, there's no way to find out how many other accounts are trading it, and no disclosure that would tell you. You find out when an account gets suspended or a funded account isn't issued, and by then the challenge fee is spent.\u003C\u002Fp>\u003Cp dir=\"ltr\">There's no clean fix. What reduces the exposure: build or meaningfully modify what you run, don't put the same untouched strategy on several accounts, and treat any EA marketed as widely used as carrying a cost that isn't in its price.\u003C\u002Fp>\u003Ch2 id=\"section-7\" dir=\"ltr\">What to do before your next challenge\u003C\u002Fh2>\u003Cp dir=\"ltr\">\u003Cstrong>Count what your setup actually sends.\u003C\u002Fstrong> Opens, closes, and every stop or target adjustment. If you're near four figures a day, you're closer to the threshold than the marketing suggested.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Cap your concurrent orders below 200 deliberately\u003C\u002Fstrong>, especially for anything that ladders into a position.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Check what you're running is yours.\u003C\u002Fstrong> If it came pre-built and you haven't changed it, assume other people are running it too.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Read FTMO's own pages rather than a summary.\u003C\u002Fstrong> Their FAQ and forbidden practices pages are public, they're the operative documents, and the rules on them change. This article was checked against both on 2 September 2026.\u003C\u002Fp>\u003Cp dir=\"ltr\">Vectorhelm lets you build your own strategy logic and connect \u003Ca href=\"\u002Fintegrations\u002Fmetatrader-5\u002F\">an MT5 account\u003C\u002Fa> without writing code, with limits you set at strategy and account level. It isn't open yet. Early access is here if you want it when it is.\u003C\u002Fp>\u003Chr>\u003Cp dir=\"ltr\">\u003Cem>Vectorhelm is execution software. It runs the rules you define on accounts you own and control. Nothing here is trading advice, and no configuration of risk limits prevents losses. Prop firm rules change; verify against the firm's own published terms before relying on anything here.\u003C\u002Fem>\u003C\u002Fp>","FTMO allows EAs with no approval. The limits are activity caps and a per-strategy allocation rule, and stop modifications count toward one of them.","8 min read",[48,51,54,57,60,63,66,69],{"id":49,"text":50},"section-0","What counts as a server request?",{"id":52,"text":53},"section-1","What doesn't count",{"id":55,"text":56},"section-2","The other two caps",{"id":58,"text":59},"section-3","The $400,000 rule, and why third-party EAs trip it",{"id":61,"text":62},"section-4","Does building your own logic change anything?",{"id":64,"text":65},"section-5","What's not restricted, and is worth knowing",{"id":67,"text":68},"section-6","The honest limitation",{"id":70,"text":71},"section-7","What to do before your next challenge",28,{"related":74},[75,102,131],{"id":76,"status":36,"publishedAt":77,"updatedAt":77,"author":38,"authorSlug":39,"coverId":9,"coverUrl":9,"ogImageUrl":9,"languageCode":40,"slug":78,"title":79,"excerpt":80,"body":81,"metaTitle":82,"metaDescription":83,"readingTime":84,"headings":85,"category":12,"midCtaAfterBlock":101},"e282d174-7f10-4302-9b07-1dc8a688c0f9","2026-10-12T18:43:00.000Z","prop-firm-copy-trading-rules","Prop Firm Copy Trading Rules: Self-Copy vs Third-Party","Copying your own trades between your own accounts is allowed almost everywhere. Copying anyone else's gets the account closed. Here's where firms draw the line, and how they see it.","\u003Cp>Two traders at the same firm, running the same copy setup, one gets paid and one gets terminated. The difference isn't the software. It's whose account the trades came from.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Most forex prop firms allow copy trading between accounts you own, including accounts at other firms, and FTMO, FundingPips and Alpha Capital say so on their own pages. What they prohibit is any arrangement where trades from someone else's account land in yours, or yours land in theirs. The rules are written around ownership, not technology, and firms detect the difference from the trades themselves.\u003C\u002Fstrong>\u003C\u002Fp>\u003Cp dir=\"ltr\">Rules below were checked on each firm's own pages on 14 October 2026. They change often, and the firm's page is the only version that counts.\u003C\u002Fp>\u003Ch2 id=\"section-0\" dir=\"ltr\">The one line every firm draws\u003C\u002Fh2>\u003Cp dir=\"ltr\">Your accounts, copied between themselves: allowed. Anyone else's account, in either direction: not.\u003C\u002Fp>\u003Cp dir=\"ltr\">The reason is the same one behind every prop firm's EA rules. A firm's payout model assumes the funded traders on its book are making independent decisions. When one person's trades land in twenty accounts, the firm isn't funding twenty traders. It's funding one, twenty times, and all twenty win or lose together. Copying between your own accounts doesn't change that picture, because the firm already sized you as one trader with a capital cap. Copying from a stranger does.\u003C\u002Fp>\u003Cp dir=\"ltr\">Everything else in the rules follows from that.\u003C\u002Fp>\u003Ch2 id=\"section-1\" dir=\"ltr\">What the firms actually say\u003C\u002Fh2>\u003Ctable style=\"min-width: 100px;\">\u003Ccolgroup>\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003C\u002Fcolgroup>\u003Ctbody>\u003Ctr>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Firm\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Copying between your own accounts\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Copying from or to someone else\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>The condition\u003C\u002Fp>\u003C\u002Fth>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>FTMO\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Allowed, within the $400,000 maximum capital allocation per trader or strategy\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Not permitted; holding accounts under separate registrations to get around the cap is also prohibited\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Total capital across all your accounts stays inside the cap\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>FundingPips\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Allowed. \"Copying trades between your own accounts in the same direction\" is permitted\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\"Copy trading between different users' accounts is strictly prohibited\"\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Your FundingPips account as the master for an external copier is fine; use the investor password, since \"using your main account password may trigger further investigation\"\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>Alpha Capital\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Allowed under its copy-trading policy, on approval through support\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Account management by a third party is listed as a prohibited strategy\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Same strategy on two accounts counts against the $300,000 per-strategy cap unless trades open and close at different times\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003C\u002Ftbody>\u003C\u002Ftable>\u003Cp dir=\"ltr\">Alpha Capital's definition is the one to read twice. Two $200k accounts trading EURUSD on the same signal are one $400k strategy, which breaches its $300k per-strategy limit. The same two accounts trading EURUSD with entries and exits at different times are two trade ideas. The firm defines a strategy by when it trades, not by what it's called.\u003C\u002Fp>\u003Ch2 id=\"section-2\" dir=\"ltr\">How a firm tells self-copy from third-party\u003C\u002Fh2>\u003Cp dir=\"ltr\">From the trades. Not from the software, and not from what you call it.\u003C\u002Fp>\u003Cp dir=\"ltr\">A risk desk compares accounts in pairs and counts how often their trades match inside a short window: same symbol, same direction, entries within a second or two, identical stop and target distances, lot sizes that are exact multiples of each other because they came from the same risk percentage on standard account sizes. Past a threshold, the accounts are one cluster. The broker's server also records how each order was placed, by hand on desktop, from mobile, from the web terminal, or by an Expert Advisor.\u003C\u002Fp>\u003Cp dir=\"ltr\">Self-copy produces that cluster. So does third-party copy. What separates them is who owns the accounts in it. If every account in the cluster is registered to you, you're inside the rules and inside your capital cap. If the cluster spans several registrations, the firm has found exactly what the rule prohibits, and it doesn't matter whether the trades arrived through a copier, a shared EA, a Telegram channel or a friend with your login.\u003C\u002Fp>\u003Cp dir=\"ltr\">That last case is the one traders underrate. Giving someone your credentials so they can trade your challenge is third-party account management, however you describe it, and it's the version firms terminate without discussion.\u003C\u002Fp>\u003Ch2 id=\"section-3\" dir=\"ltr\">What a trade copier gets wrong on a funded account\u003C\u002Fh2>\u003Cp dir=\"ltr\">A trade copier mirrors lots. Master opens 2.0 lots, every follower opens 2.0 lots, or a fixed multiple of it. That's the copy, and that's the problem.\u003C\u002Fp>\u003Cp dir=\"ltr\">Your $100k account and your $25k account have different daily limits, different drawdown floors, and often different rules entirely if they're at different firms. A mirrored lot that's reasonable on the first is four times too big on the second. The copier doesn't know, because it's copying a trade, not running a strategy.\u003C\u002Fp>\u003Cp dir=\"ltr\">Then there's the limit itself. A copier has no account-level view. If the master account hits its daily loss and stops, the followers stop too, but only because the master stopped. If a follower account is closer to its own limit, nothing stops it first.\u003C\u002Fp>\u003Ch2 id=\"section-4\" dir=\"ltr\">Self-copy, done the way the rules describe\u003C\u002Fh2>\u003Cp dir=\"ltr\">On Vectorhelm, you don't copy trades. You run one strategy on several of your own accounts, and each account trades it as its own.\u003C\u002Fp>\u003Cp dir=\"ltr\">The strategy defines size once, in terms that don't depend on the venue: a fixed amount per order, a percentage of balance, or a risk percentage against the stop. Each account turns that into its own order from its own balance, its own broker's contract size and lot step, and its own symbol name. Then two sets of limits apply on each account separately: the strategy's five (daily realized loss, daily realized profit, max drawdown, max open positions, max trades per day) and the account's five, with the day reset in that firm's timezone. The more restrictive limit wins, and a limit firing on one account never touches the others.\u003C\u002Fp>\u003Cp dir=\"ltr\">So two accounts running the same strategy don't carry identical lots. They carry whatever each account's balance and limits allow, which is what a firm's rules are asking for.\u003C\u002Fp>\u003Cp dir=\"ltr\">A strategy routes to any of your connected accounts: two at different firms, two at the same firm, or an MT5 account and a crypto exchange account together. Each route sizes in the venue's own units and uses the venue's own symbol name, so BTCUSD at the broker and BTCUSDT at the exchange are the same strategy. The one condition is that the symbol exists on both.\u003C\u002Fp>\u003Cfigure>\u003Cimg src=\"\u002Fmedia\u002F32fa9bea-ed5a-40b7-9fe2-d8e7505e818e-acfecc83.webp\" alt=\"Vectorhelm multi-account view with one strategy routed to a $100k prop firm account and a smaller account, each showing its own lot size and risk limits\" loading=\"lazy\">\u003Cfigcaption>One strategy, two accounts, two different lot sizes. Each account sizes from its own balance and runs inside its own limits, which is what a prop firm’s self-copy rule is asking for.\u003C\u002Ffigcaption>\u003C\u002Ffigure>\u003Ch2 id=\"section-5\" dir=\"ltr\">For signal providers\u003C\u002Fh2>\u003Cp dir=\"ltr\">The question providers ask is how to let followers trade their signals without breaking the followers' prop rules. The answer is the same line the firms draw: distribute signals, not account access.\u003C\u002Fp>\u003Cp dir=\"ltr\">Vectorhelm never copies trades from one person's account into another's. A follower connects your signals as a source, TradingView alerts from your script or a Telegram channel, and runs their own strategy on their own account, with their own sizing and their own limits. You never touch their account and never see their credentials. Their account only receives orders that their own strategy and their own limits produced, which is the arrangement every firm's rule permits.\u003C\u002Fp>\u003Cp dir=\"ltr\">There is no feature to publish a strategy and mirror it into followers' accounts. That's by design, because that feature is the thing the rules prohibit.\u003C\u002Fp>\u003Ch2 id=\"section-6\" dir=\"ltr\">The honest limitation\u003C\u002Fh2>\u003Cp dir=\"ltr\">Self-copy inside a capital cap is allowed. Self-copy that pushes you past the cap isn't, and it's the easier mistake to make.\u003C\u002Fp>\u003Cp dir=\"ltr\">FTMO's cap is $400,000 per trader or strategy, across all accounts, before scaling. Run one strategy on three $200k accounts and you're over it, however many of them are yours. Alpha Capital's cap is per strategy at $300,000, and the firm counts two accounts on one signal as one strategy. Before you route a strategy to a second account, add up the capital it will trade and check it against the firm's number.\u003C\u002Fp>\u003Cp dir=\"ltr\">And firms don't publish where the detection threshold sits. Two of your own strategies that happen to enter on the same bar can look like one strategy to a review. Different timeframes and different entry logic keep them apart; a different name doesn't.\u003C\u002Fp>\u003Ch2 id=\"section-7\" dir=\"ltr\">Before you connect a second account\u003C\u002Fh2>\u003Cp dir=\"ltr\">Add up the capital the strategy will trade across every account, and check it against each firm's cap.\u003C\u002Fp>\u003Cp dir=\"ltr\">If the accounts are at different firms, read both firms' copy and EA rules. They differ, and the stricter one governs that account.\u003C\u002Fp>\u003Cp dir=\"ltr\">Use your investor password for anything that reads your account, never your main one.\u003C\u002Fp>\u003Cp dir=\"ltr\">Then run the strategy on both accounts in demo first and compare the lot sizes. If they're identical, you're copying trades; if they differ, each account is trading its own risk.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Ca href=\"\u002Fearly-access\u002F\">Join the waitlist\u003C\u002Fa>. It's free, needs no card, and your invitation comes with a \u003Ca href=\"\u002Fplatform\u002Fdemo-accounts\u002F\">demo account\u003C\u002Fa> running the full risk engine, so you can route one strategy to two accounts and watch each one size and limit itself before a real challenge is involved. \u003Ca href=\"\u002Fplatform\u002Fmulti-account\u002F\">Multi-account\u003C\u002Fa> covers how routing works, and \u003Ca href=\"\u002Fsolutions\u002Fprop-firm-traders\u002F\">prop firm traders\u003C\u002Fa> covers the limits.\u003C\u002Fp>\u003Chr>\u003Cp dir=\"ltr\">\u003Cem>Vectorhelm is execution software. It runs the rules you define on accounts you own and control. Nothing here is trading advice, and no configuration of risk limits prevents losses. Prop firm rules change; verify against each firm's own published terms before relying on anything here.\u003C\u002Fem>\u003C\u002Fp>","Prop Firm Copy Trading Rules: What's Allowed in 2026","Prop firms that allow copy trading draw one line: your own accounts, yes; anyone else's, no. FTMO, FundingPips and Alpha Capital rules, and how firms tell.","7 min read",[86,88,90,92,94,96,98,99],{"id":49,"text":87},"The one line every firm draws",{"id":52,"text":89},"What the firms actually say",{"id":55,"text":91},"How a firm tells self-copy from third-party",{"id":58,"text":93},"What a trade copier gets wrong on a funded account",{"id":61,"text":95},"Self-copy, done the way the rules describe",{"id":64,"text":97},"For signal providers",{"id":67,"text":68},{"id":70,"text":100},"Before you connect a second account",33,{"id":103,"status":36,"publishedAt":104,"updatedAt":104,"author":38,"authorSlug":39,"coverId":9,"coverUrl":9,"ogImageUrl":9,"languageCode":40,"slug":105,"title":106,"excerpt":107,"body":108,"metaTitle":109,"metaDescription":110,"readingTime":46,"headings":111,"category":12,"midCtaAfterBlock":130},"39d4e172-4a71-4c7c-88b7-05cf8559fa68","2026-10-06T09:00:00.000Z","prop-firms-third-party-eas","Why Prop Firms Turned Against Third-Party EAs","Three hundred traders running the same EA aren't three hundred traders to a risk desk. They're one, and the rules that ask for your source code exist because of it.","\u003Cp>A marketplace EA sells to three hundred traders. Each of them buys a $100,000 challenge and runs it. To each trader it's one account and one bet.\u003C\u002Fp>\u003Cp dir=\"ltr\">To the firm's risk desk it's one trader with thirty million dollars.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Prop firms restrict third-party EAs because hundreds of accounts running the same EA behave like a single account. They enter on the same tick, stop out at the same price and ask for payouts in the same week. Per-strategy capital caps, \"distinct strategy\" rules and source-code requirements all do one job: make the firm size a strategy once, rather than once for every account it has been copied to.\u003C\u002Fstrong>\u003C\u002Fp>\u003Cp dir=\"ltr\">None of this means firms dislike automation. Several allow it outright. What they've stopped accepting is the same automation, many times over, sold as if it were many traders.\u003C\u002Fp>\u003Ch2 id=\"section-0\" dir=\"ltr\">What does a risk desk actually look at?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Not your account. The book.\u003C\u002Fp>\u003Cp dir=\"ltr\">A desk's main screen shows net exposure per symbol: every open position across every account, added up into one live number per instrument. Individual traders barely move it. When news hits, hundreds of people buy EURUSD, but their orders arrive spread over seconds and minutes, at different sizes, with stops all over the chart. The number drifts.\u003C\u002Fp>\u003Cp dir=\"ltr\">Three hundred copies of one EA don't drift. Most EAs make their decision on the close of a bar, so every copy acts on the first price of the next one. Orders from three hundred logins land within the same second or two, and the net position in that symbol jumps in a single step. On the screen it looks exactly like one client sending one order for the sum of everyone's lots.\u003C\u002Fp>\u003Ch2 id=\"section-1\" dir=\"ltr\">How does a firm tell copies from coincidence?\u003C\u002Fh2>\u003Cp dir=\"ltr\">By the combination, repeated. Plenty of people buy the same pair at the same moment, so no single sign gives it away.\u003C\u002Fp>\u003Cp dir=\"ltr\">What does give it away is the same set of things happening trade after trade:\u003C\u002Fp>\u003Cul dir=\"ltr\">\u003Cli>\u003Cp>\u003Cstrong>Entries bunched within a second or two,\u003C\u002Fstrong> on the same symbol, in the same direction\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Identical stop and target distances,\u003C\u002Fstrong> to the point\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Lot sizes that are the same fraction of each balance.\u003C\u002Fstrong> EAs usually size by risk percent, and prop accounts come in standard sizes, so a 10k, a 50k and a 100k account produce lots that are exact multiples of each other\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>The same EA identifier,\u003C\u002Fstrong> the magic number an EA stamps on its orders, and often the same order comment\u003C\u002Fp>\u003C\u002Fli>\u003C\u002Ful>\u003Cp dir=\"ltr\">The broker's server stores the magic number and comment with every order. It also records how each order was placed: by hand on the desktop terminal, from the mobile app, from the web terminal, or by an Expert Advisor.\u003C\u002Fp>\u003Cp dir=\"ltr\">The software firms buy to watch for this compares accounts in pairs, counting how often their trades match inside a short window. Past a threshold, the matched accounts are treated as one cluster, and often as one trader. The vendors describe it openly in their own marketing. PropForge lists copy-trade detection by trade timing and entry and exit pattern matching across accounts. FXPropTech's published guidance says matching symbols and timing alone isn't enough evidence, and that stronger detection also compares stop and target placement, position-size ratios and whole trading histories.\u003C\u002Fp>\u003Ch2 id=\"section-2\" dir=\"ltr\">Why the exit is where it costs the firm\u003C\u002Fh2>\u003Cp dir=\"ltr\">The stop or target sits at the same price on all three hundred accounts, so they all close on the same tick.\u003C\u002Fp>\u003Cp dir=\"ltr\">A losing day is three hundred breaches at once. A winning month is three hundred payout requests at once, all generated by one strategy.\u003C\u002Fp>\u003Cp dir=\"ltr\">That second case is the one the rules are written for. A firm prices its payouts on the assumption that funded traders' results are independent: some up, some down, and over a month it averages out. Copies don't average. They're one bet placed three hundred times, and when it wins, it wins everywhere.\u003C\u002Fp>\u003Cp dir=\"ltr\">A per-strategy capital cap measures exactly that. The firm is sizing a strategy, not a trader, however many accounts the strategy has been spread across.\u003C\u002Fp>\u003Ch2 id=\"section-3\" dir=\"ltr\">How the rules changed\u003C\u002Fh2>\u003Cp dir=\"ltr\">Firm by firm the wording differs. The target is the same.\u003C\u002Fp>\u003Ctable style=\"min-width: 75px;\">\u003Ccolgroup>\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003C\u002Fcolgroup>\u003Ctbody>\u003Ctr>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Firm\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>What the rule says\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>What it's aimed at\u003C\u002Fp>\u003C\u002Fth>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>FTMO\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Capital capped at $400,000 per trader or per strategy across all accounts. Warns that a third-party EA may already be used by other traders, which can mean being denied a funded account\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>One strategy spread across many traders\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>FundedNext\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Each EA must use a distinct strategy, with no identical trades across accounts within FundedNext. $300,000 maximum per EA strategy, plus an EA fee. Tools that only adjust stops, targets or lot size count as EAs\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Identical strategies across accounts\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Alpha Capital\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>EAs allowed only for risk management and trade assistance; fully automated EAs aren't approved. $300,000 maximum per trading strategy\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Automation as a tool, not as the trader\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>FundingPips\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Third-party EAs only \"strictly as a trade or risk manager.\" Your own EA may be fully automated with proof of ownership\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Who wrote the strategy\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>The5ers\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\"The trader must own the source code of the EA\"\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Who wrote the strategy\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003C\u002Ftbody>\u003C\u002Ftable>\u003Cp dir=\"ltr\">Each is a reasonable answer to the same problem, and a firm that restricts automation isn't making a worse product. Its payout model depends on independent outcomes, and third-party automation is the quickest way to lose them. Those firms are simply not compatible with it.\u003C\u002Fp>\u003Cp dir=\"ltr\">Alpha Capital's definition of a strategy is the most revealing line in the set. On its help centre, the same trader may trade EURUSD and GBPUSD on two accounts \"as long as the trades are opened and closed at different times, essentially making them different trade ideas.\" A strategy is defined by when it trades, not by what it's called.\u003C\u002Fp>\u003Ch2 id=\"section-4\" dir=\"ltr\">Why do firms ask for source code?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Because a compiled EA proves nothing about who wrote it.\u003C\u002Fp>\u003Cp dir=\"ltr\">FundingPips says it directly: a compiled file on its own is not proof of ownership, and it asks for the uncompiled source instead. The5ers requires that the trader own the source code of any EA they run. A source file is evidence that the logic exists in one place, yours, rather than in three hundred downloads from the same marketplace page.\u003C\u002Fp>\u003Cp dir=\"ltr\">If you built your own strategy, the practical point is to keep the record of building it. That's what the firm will ask for, and it's much easier to produce on the day than to reconstruct afterwards.\u003C\u002Fp>\u003Ch2 id=\"section-5\" dir=\"ltr\">What actually makes a strategy distinct?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Its behaviour. Not its labels.\u003C\u002Fp>\u003Cp dir=\"ltr\">Changing the lot size, the magic number, the order comment or the name changes nothing a risk desk looks at. The entries, exits and sizing logic are exactly what they were, and the account still lands in the same cluster.\u003C\u002Fp>\u003Cp dir=\"ltr\">What does change it:\u003C\u002Fp>\u003Cul dir=\"ltr\">\u003Cli>\u003Cp>Entry logic and the conditions behind it\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>Timeframe\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>Filters\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>The session you trade\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>How the stop and target are placed and managed\u003C\u002Fp>\u003C\u002Fli>\u003C\u002Ful>\u003Cp dir=\"ltr\">There's a simple test. Run your version and the original side by side on demo for a few weeks. If they take different trades at different times, you have a different strategy. If they enter and exit together, you have the same one with a new name.\u003C\u002Fp>\u003Cp dir=\"ltr\">Adding a random delay or varying the lot size to hide a shared EA doesn't pass that test either. It's the same strategy, smeared slightly, and surveillance compares whole histories rather than single trades. It's also exactly what these rules exist to catch.\u003C\u002Fp>\u003Ch2 id=\"section-6\" dir=\"ltr\">Building from a template\u003C\u002Fh2>\u003Cp dir=\"ltr\">On Vectorhelm, every template opens fully editable in the \u003Ca href=\"\u002Fplatform\u002Fstrategy-builder\u002F\">strategy builder\u003C\u002Fa>: entry and exit conditions, timeframes, filters, size, stops and targets, with AI-assisted building to help turn it into your own version. If a strategy is still identical to its template when you launch it, it's flagged as an unmodified template, and you're asked to make it your own before it trades, with an explanation of why that matters on a funded account.\u003C\u002Fp>\u003Cp dir=\"ltr\">The flag can tell that something changed. It can't tell that the strategy now trades differently. That judgement is the one in the section above, and it's yours.\u003C\u002Fp>\u003Cp dir=\"ltr\">Building your own logic also doesn't settle what your firm's EA policy says about the software that executes it. That's a separate question, and the firm is the one to answer it, in writing. The \u003Ca href=\"\u002Fblog\u002Fprop-firms\u002Fftmo-ea-rules\u002F\">FTMO version of that question\u003C\u002Fa> is covered in its own article.\u003C\u002Fp>\u003Ch2 id=\"section-7\" dir=\"ltr\">The honest limitation\u003C\u002Fh2>\u003Cp dir=\"ltr\">Independent strategies can still collide.\u003C\u002Fp>\u003Cp dir=\"ltr\">Popular logic, a moving-average cross on the hourly close with a round-number stop, is used by thousands of traders who've never heard of each other. Their entries bunch on the same bar for the same reason three hundred copies of one EA do. At least one vendor's own published guidance says shared timing alone shouldn't count as proof of copying, and that a review score shouldn't fail an account automatically. But no firm publishes where its line sits, so there's no way to know in advance how close is too close.\u003C\u002Fp>\u003Cp dir=\"ltr\">The more common your logic, the more your account looks like other people's. That's worth knowing before you build a strategy on the first setup every YouTube channel teaches.\u003C\u002Fp>\u003Cp dir=\"ltr\">Rules change, too. The policies above were checked on each firm's own pages on 8 October 2026, and EA policies are among the most frequently revised rules in this industry.\u003C\u002Fp>\u003Ch2 id=\"section-8\" dir=\"ltr\">Before you put an EA on a funded account\u003C\u002Fh2>\u003Cp dir=\"ltr\">If you bought it, assume other people are running it, and read your firm's per-strategy cap and EA rules with that in mind.\u003C\u002Fp>\u003Cp dir=\"ltr\">Change the logic, not the labels.\u003C\u002Fp>\u003Cp dir=\"ltr\">Keep proof that you built it.\u003C\u002Fp>\u003Cp dir=\"ltr\">Ask the firm in writing whether your setup is allowed, and keep the reply with a date on it.\u003C\u002Fp>\u003Cp dir=\"ltr\">We're building \u003Ca href=\"\u002Fsolutions\u002Fprop-firm-traders\u002F\">risk enforcement for funded accounts\u003C\u002Fa> with strategies you build yourself, starting from templates that are meant to be changed. It isn't open yet. Early access is here if you want it when it is.\u003C\u002Fp>\u003Chr>\u003Cp dir=\"ltr\">\u003Cem>Vectorhelm is execution software. It runs the rules you define on accounts you own and control. Nothing here is trading advice, and no configuration of risk limits prevents losses. Prop firm rules change; verify against each firm's own published terms before relying on anything here.\u003C\u002Fem>\u003C\u002Fp>","Why Prop Firms Want Your EA's Source Code","Why prop firms ask for EA source code and cap capital per strategy: what a risk desk sees when hundreds of accounts run the same EA, and what changes it.",[112,114,116,118,120,122,124,126,127],{"id":49,"text":113},"What does a risk desk actually look at?",{"id":52,"text":115},"How does a firm tell copies from coincidence?",{"id":55,"text":117},"Why the exit is where it costs the firm",{"id":58,"text":119},"How the rules changed",{"id":61,"text":121},"Why do firms ask for source code?",{"id":64,"text":123},"What actually makes a strategy distinct?",{"id":67,"text":125},"Building from a template",{"id":70,"text":68},{"id":128,"text":129},"section-8","Before you put an EA on a funded account",38,{"id":132,"status":36,"publishedAt":133,"updatedAt":133,"author":38,"authorSlug":39,"coverId":9,"coverUrl":9,"ogImageUrl":9,"languageCode":40,"slug":134,"title":135,"excerpt":136,"body":137,"metaTitle":138,"metaDescription":139,"readingTime":46,"headings":140,"category":12,"midCtaAfterBlock":158},"66a40af1-d32d-40e3-95b4-9fff62ef785b","2026-09-29T09:00:00.000Z","prop-firm-daily-loss-limit","Prop Firm Daily Loss Limit: What Actually Uses It Up","A 5% daily limit on $100k isn't $5,000 of trading room. Swap, commission, rollover spreads and yesterday's open positions take their share first. Here's how much.","\u003Cp>A 5% daily limit on a $100,000 account looks like $5,000 of room. On most days it's less than that, and for some traders it's a lot less.\u003C\u002Fp>\u003Cp dir=\"ltr\">The difference gets spent before a single trade goes wrong, on costs that never show up as a losing trade.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>A prop firm's daily loss limit is measured on equity, so floating losses, swap and commission count alongside closed trades. Part of it is always spent on costs rather than losses: overnight swap, commission, rollover spreads and slippage on the way out. How much depends on what you trade and whether you hold overnight, and it can be more than a fifth of the day.\u003C\u002Fstrong>\u003C\u002Fp>\u003Ch2 id=\"section-0\" dir=\"ltr\">What does the daily limit actually count?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Everything that moves your equity.\u003C\u002Fp>\u003Cp dir=\"ltr\">FundedNext states that its daily loss includes realized and unrealized P&L, swap and commission. FTMO defines its limit as a floor that your equity, open positions included, can't fall below. Different wording, same practical effect: a cost you never think of as a loss is a loss as far as the limit is concerned.\u003C\u002Fp>\u003Cp dir=\"ltr\">So the useful question isn't whether costs count. It's how much of the day they take, and that depends on two things most traders never check. Where the day starts from, and what they're holding when it does.\u003C\u002Fp>\u003Ch2 id=\"section-1\" dir=\"ltr\">Where does your day start from?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Firms set the daily floor from one of two starting points, and it changes what happens to any position you carry through the reset.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>From balance.\u003C\u002Fstrong> The day's floor is set from your closed balance at the reset, ignoring open positions. FTMO's own trading objectives describe it this way: recalculated each day from the balance recorded at midnight Central European time. Summaries elsewhere describe FTMO's rule differently, so read the current page rather than trusting any secondhand version, this one included.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>From equity.\u003C\u002Fstrong> The floor is set from your equity at the reset, open positions included.\u003C\u002Fp>\u003Cp dir=\"ltr\">Take a $100,000 account with a 5% rule, holding a position through the reset, and run it both ways.\u003C\u002Fp>\u003Ctable style=\"min-width: 75px;\">\u003Ccolgroup>\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003C\u002Fcolgroup>\u003Ctbody>\u003Ctr>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Position at reset\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Day starts from balance\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Day starts from equity\u003C\u002Fp>\u003C\u002Fth>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Down $1,500\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Floor $95,000, equity $98,500. \u003Cstrong>$3,500 of room.\u003C\u002Fstrong> 30% of the day gone before it starts\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Floor $93,500. \u003Cstrong>$5,000 of room.\u003C\u002Fstrong> Full day\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Up $1,500\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Floor $95,000, equity $101,500. \u003Cstrong>$6,500 of room.\u003C\u002Fstrong> Giving back the profit costs nothing\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Floor $96,500. \u003Cstrong>$5,000 of room.\u003C\u002Fstrong> Giving back the profit uses 30% of the day\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003C\u002Ftbody>\u003C\u002Ftable>\u003Cp dir=\"ltr\">Neither is kinder. They're traps in opposite directions.\u003C\u002Fp>\u003Cp dir=\"ltr\">At a balance-start firm, a losing position held through the reset eats tomorrow's budget before tomorrow begins. At an equity-start firm, a winning position held through the reset raises the floor, so watching that profit evaporate counts as a loss for the new day even though you're still up overall.\u003C\u002Fp>\u003Cp dir=\"ltr\">Know which one your firm uses before you decide what to hold overnight.\u003C\u002Fp>\u003Ch2 id=\"section-2\" dir=\"ltr\">What uses up the limit before you've lost a trade?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Four things, and none of them appears as a red line in your trade history.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Swap.\u003C\u002Fstrong> Charged on every position held past the broker's daily rollover, and on one night of the week charged three times over to cover the weekend. Which night varies by broker and instrument. Open the symbol specification in MT5 (Ctrl+U, pick the symbol) and it's listed along with the long and short swap rates. On metals and indices, swap is often many times larger than on major currency pairs.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Commission.\u003C\u002Fstrong> On raw-spread accounts it's charged per lot traded, and it scales with how often you trade rather than how well. Twenty lots across a day at a $7 round trip is $140 whether every trade won or every trade lost.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Rollover spread.\u003C\u002Fstrong> For a few minutes around the broker's daily rollover, liquidity thins and spreads widen sharply, often several times over on metals. Your open positions are valued at the price you'd close them at, so a wider spread knocks your equity down instantly without a single trade happening. On an equity-measured limit, that dip counts in full.\u003C\u002Fp>\u003Cp dir=\"ltr\">Here's the part almost nobody notices. At most MT5 brokers, the daily rollover happens at server midnight. FundedNext resets its daily limit at server midnight. So the moment spreads are at their widest is the exact moment the new day's floor gets set.\u003C\u002Fp>\u003Cp dir=\"ltr\">\u003Cstrong>Slippage on the way out.\u003C\u002Fstrong> When a limit fires, yours or the firm's, positions close at market, usually into exactly the move that triggered it. The fill lands worse than the price that set off the close, and the difference comes out of the same budget.\u003C\u002Fp>\u003Ch2 id=\"section-3\" dir=\"ltr\">How much does it add up to?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Two traders, same $100,000 account, same 5% rule. The figures below are examples, not quotes from any broker. Take your own from your symbol specification and account terms.\u003C\u002Fp>\u003Ctable style=\"min-width: 75px;\">\u003Ccolgroup>\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003Ccol style=\"min-width: 25px;\">\u003C\u002Fcolgroup>\u003Ctbody>\u003Ctr>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Trader A: intraday EURUSD, flat before rollover\u003C\u002Fp>\u003C\u002Fth>\u003Cth colspan=\"1\" rowspan=\"1\">\u003Cp>Trader B: holds 3 lots of gold through the triple-swap night\u003C\u002Fp>\u003C\u002Fth>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Swap\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>$0\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>3 lots × $40 × 3 nights = $360\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Commission\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>20 lots × $7 = $140\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>10 lots × $7 = $70\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Rollover spread dip\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>$0, nothing open\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>$1.30 wider on 300 oz = $390\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>Slippage when the limit fires\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>5 lots, 3 pips = $150\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>3 lots, $1.50 = $450\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>Total\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>$290\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>$1,270\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003Ctr>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>Real trading room\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>$4,710, or 4.7%\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003Ctd colspan=\"1\" rowspan=\"1\">\u003Cp>\u003Cstrong>$3,730, or 3.7%\u003C\u002Fstrong>\u003C\u002Fp>\u003C\u002Ftd>\u003C\u002Ftr>\u003C\u002Ftbody>\u003C\u002Ftable>\u003Cp dir=\"ltr\">You won't pay every one of these on the same day. The buffer has to cover the day you do.\u003C\u002Fp>\u003Cp dir=\"ltr\">Now look at the advice every prop guide gives: on a 5% rule, set your own stop at 4%. For Trader A that's sound, with $710 to spare. For Trader B it's a breach. Their costs alone push them through the firm's floor before their own 4% stop ever fires.\u003C\u002Fp>\u003Cp dir=\"ltr\">The rule of thumb isn't wrong. It was written for Trader A.\u003C\u002Fp>\u003Ch2 id=\"section-4\" dir=\"ltr\">Why does a tighter rule need a bigger cushion?\u003C\u002Fh2>\u003Cp dir=\"ltr\">Because the costs are fixed in dollars and the limit isn't.\u003C\u002Fp>\u003Cp dir=\"ltr\">Put the same two traders on a 3% rule, which is $3,000 of daily limit on the same account. Trader A's costs take about a tenth of it, leaving $2,710, or 2.7%. Trader B's take 42%, leaving $1,730, or 1.7%.\u003C\u002Fp>\u003Cp dir=\"ltr\">The usual guidance of 2.3–2.5% on a 3% rule is comfortable for one of them and as much as three-quarters of a percent too loose for the other. On a tight rule, what you trade and when you hold it decides your number more than the rule itself does.\u003C\u002Fp>\u003Ch2 id=\"section-5\" dir=\"ltr\">How to work out your own number\u003C\u002Fh2>\u003Cp dir=\"ltr\">Once, properly, and then only again when the way you trade changes.\u003C\u002Fp>\u003Col dir=\"ltr\">\u003Cli>\u003Cp>\u003Cstrong>Start from the firm's limit in dollars,\u003C\u002Fstrong> using the firm's own definition of where the day starts.\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Look up your swap and the triple-swap night\u003C\u002Fstrong> for everything you hold past rollover.\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Work out your commission\u003C\u002Fstrong> from how many lots you actually trade on a busy day, not an average one.\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Watch the spread at rollover once\u003C\u002Fstrong> on the symbols you hold overnight. You only need to see it widen once to know how far it goes.\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Take slippage from your own history.\u003C\u002Fstrong> How far past your intended exit did your worst fills land?\u003C\u002Fp>\u003C\u002Fli>\u003Cli>\u003Cp>\u003Cstrong>Subtract the worst plausible day.\u003C\u002Fstrong> What's left is your trading room. Set your own limit inside it, and \u003Ca href=\"\u002Fblog\u002Fprop-firms\u002Fwhy-prop-firm-challenges-fail\u002F\">size positions from that figure\u003C\u002Fa>, not from the firm's.\u003C\u002Fp>\u003C\u002Fli>\u003C\u002Fol>\u003Ch2 id=\"section-6\" dir=\"ltr\">Setting it so it matches your firm\u003C\u002Fh2>\u003Cp dir=\"ltr\">The arithmetic only helps if the limit enforcing it measures the same thing the firm does. In Vectorhelm, every variable in this article is a setting on the \u003Ca href=\"\u002Fplatform\u002Frisk-management\u002F\">account-level daily loss limit\u003C\u002Fa>.\u003C\u002Fp>\u003Cp dir=\"ltr\">It's measured on equity as your broker reports it, so floating P&L, swap and commission all count, the same way the firm counts them. You set your timezone and the day resets at midnight there, which lets you line it up with midnight Central European time for FTMO, your broker's server midnight for FundedNext, or whatever clock your firm uses, with daylight-saving shifts handled for you. The starting point is your choice, start-of-day balance or start-of-day equity, so the floor lands where the firm's does. And the limit can be a fixed amount or a percentage of that starting figure.\u003C\u002Fp>\u003Cp dir=\"ltr\">If you want something stricter on top, a separate realized-loss limit counts closed trades only, net of commission and swap.\u003C\u002Fp>\u003Cp dir=\"ltr\">Match the definitions once. Then set the number itself using the subtraction above, and let \u003Ca href=\"\u002Fblog\u002Frisk-management\u002Frisk-enforcement-layers\u002F\">the account limit sit above every strategy\u003C\u002Fa> you run.\u003C\u002Fp>\u003Ch2 id=\"section-7\" dir=\"ltr\">The honest limitation\u003C\u002Fh2>\u003Cp dir=\"ltr\">Matching the firm means inheriting its sensitivities.\u003C\u002Fp>\u003Cp dir=\"ltr\">A limit measured on equity sees the rollover spread spike exactly the way the firm's does. Set it close to the edge and it can fire on a two-minute widening that would have reversed on its own. That's the price of measuring the same thing the firm measures, and there's no version of equity-based protection that avoids it.\u003C\u002Fp>\u003Cp dir=\"ltr\">And no limit stops you at the exact figure. It fires, then positions close at whatever the market is offering in that moment. The gap between the trigger and the fill is the whole reason a buffer exists. A limit is a trigger, not a promise about your exit price.\u003C\u002Fp>\u003Ch2 id=\"section-8\" dir=\"ltr\">Before your next session\u003C\u002Fh2>\u003Cp dir=\"ltr\">Find out whether your firm starts the day from balance or from equity, and at what time.\u003C\u002Fp>\u003Cp dir=\"ltr\">Check the triple-swap night on anything you hold overnight.\u003C\u002Fp>\u003Cp dir=\"ltr\">Run the subtraction once, for the way you actually trade.\u003C\u002Fp>\u003Cp dir=\"ltr\">And if you hold metals or indices through the rollover, treat 4% on a 5% rule as too loose until your own numbers say otherwise.\u003C\u002Fp>\u003Cp dir=\"ltr\">We're building \u003Ca href=\"\u002Fsolutions\u002Fprop-firm-traders\u002F\">risk enforcement for funded accounts\u003C\u002Fa> where the daily limit is defined the way your firm defines it, then set wherever your own arithmetic says. It isn't open yet. Early access is here if you want it when it is.\u003C\u002Fp>\u003Chr>\u003Cp dir=\"ltr\">\u003Cem>Vectorhelm is execution software. It runs the rules you define on accounts you own and control. Nothing here is trading advice, and no configuration of risk limits prevents losses. Figures in this article are illustrative; prop firm rules and broker costs change, so verify against your firm's and broker's own published terms.\u003C\u002Fem>\u003C\u002Fp>","Prop Firm Daily Loss Limit Explained: The Real Math","The prop firm daily loss limit explained in dollars: swap, commission, rollover spreads and floating losses that eat it before a trade goes wrong.",[141,143,145,147,149,151,153,155,156],{"id":49,"text":142},"What does the daily limit actually count?",{"id":52,"text":144},"Where does your day start from?",{"id":55,"text":146},"What uses up the limit before you've lost a trade?",{"id":58,"text":148},"How much does it add up to?",{"id":61,"text":150},"Why does a tighter rule need a bigger cushion?",{"id":64,"text":152},"How to work out your own number",{"id":67,"text":154},"Setting it so it matches your firm",{"id":70,"text":68},{"id":128,"text":157},"Before your next session",41,{"categories":160},[161,162,163,164,165,166,167],{"slug":6,"sort":7,"name":8,"description":9,"metaTitle":9,"metaDescription":9,"articles":10},{"slug":12,"sort":10,"name":13,"description":9,"metaTitle":9,"metaDescription":9,"articles":14},{"slug":16,"sort":17,"name":18,"description":9,"metaTitle":9,"metaDescription":9,"articles":10},{"slug":20,"sort":21,"name":22,"description":9,"metaTitle":9,"metaDescription":9,"articles":17},{"slug":24,"sort":14,"name":25,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},{"slug":27,"sort":28,"name":29,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},{"slug":31,"sort":32,"name":33,"description":9,"metaTitle":9,"metaDescription":9,"articles":7},1792269978947]