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Prop firm rules · Martingale and grid

Do prop firms allow martingale and grid trading?

The word ‘martingale’ does not appear in FTMO's public rulebook, and neither does ‘grid’. Not once — both terms were searched across the full text of the pages.

That does not make either one allowed without conditions. What is written down are the limits both techniques trip through their own mechanics: the size that steps up after a loss, the exposure that piles up on one symbol. Those limits are what close accounts. Outside FTMO there is not even a common answer: one rulebook permits martingale in writing and bans grid trading on the same page.

Checked on 31 August 2026 against each firm's own documentation

Every firm sets its own conditions and can change them

The FTMO limits that catch both techniques

‘Martingale’ and ‘grid’
0 mentions
in its rulebook
Open orders
max. 200
at a time
Server requests
max. 2,000
a day
Maximum daily loss
3% on 1-Step
5% on 2-Step
Maximum total loss
10%
trailing on 1-Step
static on 2-Step

Checked on 31 August 2026 · FTMO figures only, each with its source linked below

What FTMO's rulebook says

It is the only one of the three firms Fondeobot works with whose official documentation we have verified, so it is the only one whose rules are broken down here.

FTMO does not restrict style: it says that is up to you, discretionary, algorithmic or expert advisor alike. But the sentence carries a condition, and the condition is what matters here — the trading has to be legitimate, in line with proper risk management, and it must not resemble the forbidden practices.

That is where martingale and grid land, without anyone having to name them. The rulebook asks traders to avoid opening substantially larger position sizes compared to your other simulated trades, on any of your accounts, and undertaking repeated simulated trading activity that results in higher Risk per Trade Idea, thereby exposing your simulated account to cumulative exposure in a specific symbol or correlated symbols. The first describes stepping up after a loss; the second describes a grid.

Technique or ruleStatus at FTMO
MartingaleNot named
The word in the rulebook
Does not appear
Trading style
Free: discretionary, algorithmic or EA
What catches it anyway
The risk management rules
The specific clause
Substantially larger position sizes
GridNot named
The word in the rulebook
Does not appear
Open orders
Max. 200 at a time
Server requests
Max. 2,000 a day
The specific clause
Cumulative exposure in correlated symbols
Risk management rulesForbidden
Disproportionate sizes
Forbidden
Disproportionate number of positions
Forbidden
Cumulative exposure per trade idea
Forbidden
Scope
Any of your accounts

The rulebook introduces them as what a reasonable person would do trading their own money, and lists them as examples. It is not a closed list, and that works against anyone hunting for the gap.

Objectives that cut the run shortLimited
Maximum daily loss
3% on 1-Step · 5% on 2-Step
Maximum total loss
10% on both
On the 1-Step
Trailing from the highest balance
On the 2-Step
Static against the initial capital

The full FTMO breakdown — the five limits that affect an expert advisor, with their figures and their sources — is not repeated here. It is on the page about FTMO and expert advisors.

The three limits a martingale trips

None of them names it. All three catch it for what it does, which is raise the size straight after a loss.

  1. The size that grows after a loss

    It is the trait that defines the technique, and it is literally what FTMO's risk rule asks traders to avoid: opening positions substantially larger than your other trades, on any of your accounts. No objective has to be breached for it to apply, because it is not an objective — it is a description of what counts as trading that could not be replicated in a real market.

  2. The maximum daily loss, which cuts the run in half

    3% on the 1-Step account and 5% on the 2-Step, measured against the initial capital. A progression needs the sequence to run to the end to make back what it lost, and this limit interrupts it at the worst possible moment: once the size has already grown and before it has won anything back.

  3. The maximum total loss, and above all the trailing one

    The 10% is common to both accounts but behaves differently. On the 2-Step it is static and measured against the initial capital. On the 1-Step it trails: recalculated each day from the highest balance reached, so every good run lifts the floor and narrows the margin. It is the worst combination for any progression, because the room it needs closes in as the account moves forward.

And the three a grid trips

Here the limits are arithmetic: a grid trips them on the number of orders, not on their size.

  1. Two hundred orders open at the same time

    It is a limit of the platform's servers and it behaves like a hard ceiling. A grid covering a wide range with many rungs reaches it without doing anything irregular: simply being deployed is enough.

  2. Two thousand server requests in a day

    The counter does not count closed trades, it counts requests: every opening, every modification and every closing of a trade or a pending order adds to it. A grid that readjusts its levels as price moves burns through that budget long before its trade count suggests. FTMO says that in that case it may alert the trader and ask them to adjust the EA's logic or parameters.

  3. Cumulative exposure on the same symbol

    This is the risk rule that describes a grid's mechanics without naming it: repeated activity that raises the risk per trade idea and exposes the account to cumulative exposure in a specific symbol or in correlated symbols. A grid on one pair and another on a correlated pair are not two independent ideas, however much the platform shows them as two.

Outside FTMO there is no common answer

Two rulebooks that do use both words, and they agree neither with each other nor with FTMO's silence.

Neither FundedNext nor Hantec Trader is a firm Fondeobot works with. They are on this page for one reason: they publish their rulebooks and anyone can read them, so they show how far firms diverge on the same two techniques.

FundedNext is the more useful contrast because it contradicts what most people assume. It says it imposes no limitations on strategy whether it involves discretionary trading or EAs that employ martingale strategies, and its list of prohibited strategies includes grid trading by name, with its reasons. It permits the one that tends to frighten people and bans the one usually taken for harmless.

FirmMartingale and grid
FundedNextNames both
Martingale
Allowed, in writing
Grid trading
Prohibited, in writing
Switching strategy between phases
Prohibited
Hyperactivity
Prohibited

It bans grid trading for two reasons it writes down: that it can create artificial activity, and that one large move in a single direction triggers many losses at once.

Hantec TraderNames neither
Martingale
Does not appear
Grid trading
Does not appear
Overexposure
Prohibited and defined
One-sided bets
Prohibited and defined

It defines one-sided bets as continuously adding to trades resulting in high margin levels against a single symbol or correlated ones, which is the mechanics of both techniques described without using either name.

The practical conclusion is dull and it is the only defensible one: there is no industry rule on martingale or on grid. There is the rulebook of the firm you are about to trade with, in whichever version is published on the day you read it, and any firm can change it.

There is one check that comes first and covers both techniques and any other: if you are buying the bot ready-made, you need to know what it does inside. The questions for that are in the guide to checking a bot before you pay for it.

Sources · read on 31 August 2026

Frequently asked questions

What exactly is martingale, and how does it differ from a grid?
Martingale increases the size of the next position after a loss, betting that the recovery covers the whole run. A grid places several staggered orders at once, above and below the current price, and makes its money on the swings between those levels. What they have in common is the part a prop firm cares about: both build up exposure in the same instrument precisely while the market is moving against them, one by raising the size and the other by adding orders. That is why rulebooks that never name them still reach them, through their risk and activity limits.
If the rulebook does not name martingale, does that make it allowed?
That is not what it means. A word being absent only tells you there is no rule written under that name; what decides the matter is whether the trading fits inside the rules that are written. In FTMO's case, its forbidden practices page asks traders to avoid opening substantially larger position sizes compared to your other simulated trades, on any of your accounts, which is the mechanical definition of stepping up after a loss. The useful question is not whether the technique is named, it is which specific limit it trips when it runs.
Why does a trailing drawdown punish martingale harder?
Because the margin narrows exactly when the progression needs it widest. On FTMO's 1-Step account the 10% maximum total loss is trailing: it is recalculated each day from the highest balance reached, so every good run lifts the floor and leaves less room underneath. A sequence that doubles the size after each loss eats that room in a handful of steps. On the 2-Step the same 10% is static and measured against the initial capital, so the margin does not move; the risk is still there, but it does not close in on its own.
Do all prop firms treat grid trading the same way?
No, and that is why a general answer is worth so little here. FundedNext bans it in writing and by that name in its help centre; FTMO never uses the term and reaches it instead through its limits on open orders, server requests and accumulated exposure; Hantec Trader's terms do not name it either and define overexposure and one-sided bets in its place. Three rulebooks, three different treatments of one technique. The only thing anyone can state about a particular firm is what its own documentation says on the day it is read.
How do I tell whether the bot being sold to me uses martingale or a grid?
Ask in writing, and look at two things in the track record. The direct question is whether position size depends on the outcome of the previous trade, and whether the system opens several staggered orders on the same instrument; both answer yes or no. In the history, what gives a progression away is a long run of small winners cut off by one loss far larger than any of them, and what gives a grid away is a high number of positions open at once on the same symbol. If nobody will show you the trade-by-trade detail, there is no way to check either.
Can an account be lost over a strategy the rulebook does not forbid?
Yes, and it is the most common ending on this page. The account is not lost over the name of the technique, it is lost by breaching an objective: the maximum daily loss, the maximum total loss, the cap on open orders or the cap on server requests. FTMO also lists what breaking its rules can cost, from having trades removed from your history through to disqualification from the Evaluation Process. Complying with the firm's rulebook is the account holder's responsibility, and a program has no idea it is breaking it.

Before you automate, compatibility

If what you want is a system that does not trip these rules, the first things to look at are how it handles risk and how many strategies it opens at once. Whether it fits your firm is confirmed before anything is charged.

See the trading systemHow the installation works

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