# EA Health Monitor (MetaTrader 5 and MetaTrader 4) A free indicator that shows **one table row per Expert Advisor** on the account, found by magic number, plus a row for manual trades and a total: closed trades, net result, win rate, profit factor, max drawdown of the realized result, today's result, open positions and their floating P/L. It reads the account history and the open positions only; it never trades. Source for both editions, a Python reference of the statistics, and the tests that were used to check that MT5, MT4 and Python agree. **Website:** [allanninal.dev/mql5 (utilities)](https://www.allanninal.dev/mql5/#utilities) · [MT4 editions](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev) · **Contact:** message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).  > It reports what the account did. It does not judge whether an EA will work. Nothing here is a profit claim > (see [Honest limits](#honest-limits)). ## Get it on the MQL5 Market | Edition | Platform | Price | Link | |---|---|---|---| | EA Health Monitor | MT5 | free | | | EA Health Monitor MT4 | MT4 | free | | The Market builds are the same calculation as the source in this repository. ## Contents 1. [What it is and who it is for](#what-it-is-and-who-it-is-for) 2. [Why it was built](#why-it-was-built) 3. [How it works](#how-it-works) 4. [How it was tested](#how-it-was-tested) 5. [Architecture](#architecture) 6. [Inputs, install and compile](#inputs-install-and-compile) 7. [Run the Python reference and the tests](#run-the-python-reference-and-the-tests) 8. [Honest limits](#honest-limits) 9. [Licence](#licence) ## What it is and who it is for **What:** a panel of chart objects, refreshed every two seconds. Each row is one magic number (one Expert Advisor), in the order each first traded; magic 0 is "Manual"; the last row, "All", adds them up. Columns: Trades, Net, Win %, PF, Max DD, Today, Open, Floating, Last deal. Hover a cell for gross profit, gross loss, wins, losses and expectancy per trade. A manual close of an EA's trade stays with that EA. **For:** traders who run several Expert Advisors on one account and want to see which one is doing what, not just one combined statement. Also for developers: the statistics are a small, tested core you can read. **Not for:** judging an EA from a few trades, or anyone who wants alarms, period filters or curves. | | | |---|---| |  |  | Image notes: the screenshots use an example account with made-up data (five magic numbers, names typed in the Names input); they are illustrations, not terminal captures, and not trading results. MT4 versions are in [`docs/images/mt4/`](docs/images/mt4). ## Why it was built - **A combined statement hides which EA carries the others.** A per-magic table answers it at a glance. - **Weak, scattered demand, stated plainly.** Our October 2026 research found a Myfxbook reply listing checks people skip for bots (open-basket floating loss, restart during an open trade), a Programming-forum thread on EA portfolio analysis (235 views) and a handful of equity and drawdown panels on the Market. That is a small signal, not proof of mass demand. - **So it is free and its value is that the numbers are checked.** The statistics follow common definitions and are compared with an independent Python version on thousands of deals. ```mermaid mindmap root((EA Health Monitor)) Problem One statement for many EAs Manual closes blur whose trade it was Partial closes counted as several trades Design rules A trade belongs to the EA that opened it Partial closes are one trade Costs included, entry commission too Proof Python reference Synthetic histories compared exactly MT4 tester with real orders ``` ## How it works ### The rules, step by step For each deal, in time order (MT4: orders turned into deals, see below): 1. **Position and owner.** An opening (IN) deal creates a position owned by the deal's magic number. Every later deal of that position (partial closes, the final close, even a manual close with magic 0) belongs to the same owner. If the opening deal is not in the history, the first deal seen gives the owner. 2. **Realized curve.** Each deal adds `profit + swap + commission + fee` to its owner's curve at its time (the commission charged at opening included). 3. **Max drawdown.** `peak = max(peak, curve)`, `maxDD = max(maxDD, peak - curve)`; the peak starts at 0. 4. **A trade** is a position whose closed volume has reached its opened volume. Its net is the sum over all its deals. A reversing deal (IN/OUT) closes the trade and opens the next one with the volume beyond. 5. **Statistics per owner.** Trades `N`; wins `W` (net > 0) and losses `L` (net < 0); gross profit `GP` and gross loss `GL`; - win rate `= W / N` - profit factor `= GP / GL` (shown as "no loss" when `GL = 0` and `GP > 0`) - expectancy `= (GP - GL) / N`. 6. **Today** is the owner's realized result since server midnight. **Open** and **Floating** come from the open positions (floating = profit + swap; MT4 adds commission, which MT4 books at the close). 7. **Names.** The Names input (`magic=name,...`), else the comment of the EA's first opening deal plus the magic, else `#magic`. **MT4** keeps orders, not deals. Each order becomes an opening deal (open time, lots) and, once closed, a closing deal (close time, lots, profit, swap, commission). A partial close leaves the rest open under a new ticket whose comment is `from #`; all parts are one position. The book is rebuilt whenever the orders change. ### Per-deal algorithm ```mermaid flowchart TD A[Next deal in time order] --> B{Opening deal?} B -- yes --> C[Create or extend the position
owner = deal's magic] B -- no --> D{Position known?} D -- no --> E[Owner = this deal's magic] D -- yes --> F[Owner = the position's magic] C --> G[Add profit + swap + commission + fee
to the owner's curve] E --> G F --> G G --> H[Update peak and max drawdown] H --> I{Closed volume reached opened volume?} I -- no --> Z[Next deal] I -- yes --> J[One trade: net = sum of its deals
win, loss, gross profit or loss] J --> K[Forget the position] K --> Z ``` ### A position's life ```mermaid stateDiagram-v2 [*] --> Open: opening deal (owner = its magic) Open --> Open: partial close (same owner, still one trade) Open --> Closed: closed volume reaches opened volume Open --> Reversed: IN/OUT deal Reversed --> Open: the volume beyond opens the other way Reversed --> Closed Closed --> [*]: counted as one trade, then forgotten ``` ### Refresh flow ```mermaid sequenceDiagram participant T as Terminal participant I as EA Health Monitor participant B as Book (statistics per magic) participant P as Panel T->>I: timer every 2 s (and on ticks) I->>I: new deals since the last refresh? new day? alt a new day, or older deals synced in I->>B: start the book again from the whole history else only new deals I->>B: add them end I->>B: open positions: count and floating per magic B-->>I: rows and total I->>P: update only the cells whose text changed ``` ## How it was tested **1. The core against Python, on synthetic histories.** [`tests/reference.py`](tests/reference.py) follows the rules operation by operation. [`tests/check_core.py`](tests/check_core.py) writes seeded synthetic deal lists (hedging-style positions with partial closes, manual closes, reversals, entry commissions, some positions left open). The test script [`tests/mql5/Scripts/EAHealthDump`](tests/mql5/Scripts) runs them through the MT5 core in the MetaTrader 5 terminal and writes the statistics, and the checker compares every number (counts exactly, money within 1e-9 relative). | History | Deals | Magics | Trades | Result | |---|---|---|---|---| | seed 1 | 900 | 5 | 346 | pass | | seed 2 (2,000 positions) | 4,496 | 5 | 1,817 | pass | | seed 3 (manual only) | 905 | 1 | 355 | pass | | seed 4 (50 positions) | 117 | 5 | 46 | pass | | seed 5 (two EAs) | 1,799 | 2 | 708 | pass | | seed 6 (30 magics) | 6,839 | 30 | 2,732 | pass | | **Total** | **15,056** | | **6,004** | **ALL PASS** | Source: [`tests/results/core-parity-mt5.txt`](tests/results/core-parity-mt5.txt). ```mermaid xychart-beta title "Deals and trades compared per synthetic history (all 0 differences)" x-axis ["seed 1", "seed 2", "seed 3", "seed 4", "seed 5", "seed 6"] y-axis "count" 0 --> 7500 bar [900, 4496, 905, 117, 1799, 6839] line [346, 1817, 355, 46, 708, 2732] ``` Bars: deals. Line: trades. **2. The MT4 edition in the MetaTrader 4 Strategy Tester.** [`tests/mt4/HealthTrader.mq4`](tests/mt4/HealthTrader.mq4) trades a seeded random mix (several magic numbers and manual orders, comments, stop loss and take profit, partial closes, full closes, close-by) and, every few hundred bars and at the end, writes the raw orders and its own book. [`tests/mt4/check_mt4.py`](tests/mt4/check_mt4.py) turns the raw orders into deals on its own and compares every statistic, open count, floating and row name with the Python reference. | | Result | |---|---| | Runs | 9 (2 seeds x 4 symbols + one every-tick run) | | Snapshots compared | 146 | | Trade operations made by the test | 25,220 | | Trades in the final snapshots | 7,972 | | Result | ALL PASS | Source: [`tests/results/parity-mt4.txt`](tests/results/parity-mt4.txt). ```mermaid flowchart LR R[reference.py
Python, rules as code] --> C1 G[check_core.py write
seeded synthetic deals] --> D5[EAHealthDump script
MT5 core, statistics to CSV] D5 --> C1[check_core.py check
exact counts, 1e-9 money] T4[HealthTrader EA
MT4 tester trades] --> O[raw orders + book per snapshot] O --> C2[check_mt4.py
orders to deals on its own] R --> C2 C1 --> V{all pass?} C2 --> V V -- yes --> M[Market validation] V -- no --> F[fix, rerun everything] ``` **3. Market validation.** Both Market builds passed the MQL5 Market's automated product validation before publication (the Market's own check, not part of this repository). **What the tests do not cover.** The panel text and layout (the MT4 tester gives an indicator run through `iCustom` no chart, so only the book the panel shows is compared; the indicator is loaded in every run as a smoke test); the live history of a real account (only synthetic histories and tester trades were compared); the MT4 test account is a cent account, so many orders were refused for margin and some runs ended early. ## Architecture ```mermaid flowchart TB subgraph MT5["mql5"] A5[Indicators/EAHealth/EAHealthMonitor.mq5
inputs, panel rows, timer] L5[Include/EAHealth/HealthLive.mqh
refresh, names, formatting] C5[Include/EAHealth/HealthCore.mqh
deals to statistics] P5[Include/EAHealth/Panel.mqh
grid of chart objects] A5 --> L5 A5 --> P5 L5 --> C5 end subgraph MT4["mql4/Indicators/EAHealth"] A4[EAHealthMonitor.mq4] L4[HealthLive.mqh
orders-based refresh] C4[HealthCore.mqh
same statistics + orders to deals] P4[Panel.mqh
exact copy] A4 --> L4 A4 --> P4 L4 --> C4 end subgraph TESTS[tests] R[reference.py] K1[check_core.py] D5[mql5/Scripts/EAHealthDump] K2[mt4/check_mt4.py] D4[mt4/HealthTrader.mq4] end D5 -. includes .-> C5 D4 -. includes .-> L4 K1 --> R K2 --> R ``` ```mermaid classDiagram class EAHealthMonitor { +InpNames string +InpManual bool +InpHideIdle bool +OnInit() +OnTimer() +Show() } class EHLive { +EHBook b +EHRefresh() +EHName() } class EHBook { +EHStat st[] +EHPos ps[] } class EHStat { +magic long +n, w, l int +gp, gl, net double +maxdd, today double +open int +floating double } class CSDPanel { +Setup() +Layout() +SetCell() +Destroy() } EAHealthMonitor --> EHLive EAHealthMonitor --> CSDPanel EHLive --> EHBook EHBook --> EHStat ``` The indicator has no buffers and no `iCustom` interface: it is a panel. ## Inputs, install and compile | Input | Default | Meaning | |---|---|---| | Names: magic=name, comma separated | empty | e.g. `771500=Trend EA,0=Manual` | | Show manual trades (magic 0) | true | The "Manual" row | | Hide EAs with nothing to show | false | Hide rows with no trade and nothing open | | Panel corner, distance from the side and the top, font size | top left, 10, 20, 9 | Position and size | | Colours: panel, cell, text, header, positive, negative | dark theme | Appearance | | Debug log for bug reports | false | Writes extra lines to the Experts tab, to attach when you report a problem | **Install from source.** MT5: copy `mql5/Indicators/EAHealth/` into `/MQL5/Indicators/` and `mql5/Include/EAHealth/` into `/MQL5/Include/`, open `EAHealthMonitor.mq5` in MetaEditor and press Compile (F7). MT4: copy `mql4/Indicators/EAHealth/` (it holds all four files) into `/MQL4/Indicators/` and compile `EAHealthMonitor.mq4`. Both compile with 0 errors and 0 warnings (checked with the MetaEditor of a MetaTrader 5 and a MetaTrader 4 build on a Windows machine; the compiled files are not in the repository). The debug log needs the Chart Kit file as well: copy `mql5/Include/ChartKit/` (MT5) or `mql4/Include/ChartKit/` (MT4) into the `Include` folder of the data folder. ## Run the Python reference and the tests ```bash python3 -m venv .venv && . .venv/bin/activate && pip install -r requirements.txt ``` ```python import sys; sys.path.insert(0, "tests") from reference import compute, synth deals = synth(seed=1) # seeded random history, deals in time order stats = compute(deals, day_start=0) # per magic: n, w, l, gp, gl, net, curve, peak, maxdd, today, last, deals ``` To repeat the MT5 core check: `python3 tests/check_core.py write `, copy `/deals_*.csv` to the terminal's common `Files\ehtest\` folder, compile and run `tests/mql5/Scripts/EAHealthDump` (it writes `stats_.csv` there), copy those back to `` and run `python3 tests/check_core.py check `. For MT4: compile `tests/mt4/HealthTrader.mq4`, run it in the Strategy Tester (open prices) with the inputs in `tests/mt4/configs.tsv`, then `python3 tests/mt4/check_mt4.py `. ## Honest limits - **It reports history; it does not predict.** A few trades prove little. No profit or accuracy claim is made. - **Max drawdown is of the realized result**, from the first deal in the history, not of the account's equity. In the "All" row it is the largest of the rows, not the account's drawdown. - **History must be available.** The panel can only count what the terminal's account history holds; if you cut the history range in the terminal, the numbers change. - **A bug found on the way.** MQL4's `StringSubstr(s, 0, 0)` returns the whole string, so a comment that was only a server-close marker such as `[sl]` was read as a name; fixed in `EHCleanComment` (MT4 core) before the published test run. - **MT4 books the commission at the close**, so an open trade's floating P/L includes it there; MT5 books it at the entry deal. - **Scope of the tests.** Synthetic histories and tester trades, not a real account; the panel text is not covered in the MT4 tester. ## Licence Everything is © 2026 Allan Niñal under the [PolyForm Noncommercial License 1.0.0](LICENSES/PolyForm-Noncommercial-1.0.0.md): source-available, free for personal and other noncommercial use, not for commercial use. Each source file has an `SPDX-License-Identifier` line; the text is in [`LICENSE`](LICENSE). The licence applies to this source, not to anything you build or trade with the indicator. Trading involves risk; the software is provided as is. --- **Website:** [allanninal.dev/mql5](https://www.allanninal.dev/mql5/#utilities) · [MT4](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev) · Questions: message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).