| <p align="center"><img src="docs/images/logo.png" alt="EA Health Monitor logo" width="120"></p>
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| # EA Health Monitor (MetaTrader 5 and MetaTrader 4)
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| A free indicator that shows **one table row per Expert Advisor** on the account, found by magic number, plus a row for manual
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| trades and a total: closed trades, net result, win rate, profit factor, max drawdown of the realized result, today's result,
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| open positions and their floating P/L. It reads the account history and the open positions only; it never trades. Source for both
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| editions, a Python reference of the statistics, and the tests that were used to check that MT5, MT4 and Python agree.
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| **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)
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| · **Contact:** message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
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| > It reports what the account did. It does not judge whether an EA will work. Nothing here is a profit claim
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| > (see [Honest limits](#honest-limits)).
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| ## Get it on the MQL5 Market
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| | Edition | Platform | Price | Link |
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| |---|---|---|---|
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| | EA Health Monitor | MT5 | free | <https://www.mql5.com/en/market/product/201797> |
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| | EA Health Monitor MT4 | MT4 | free | <https://www.mql5.com/en/market/product/202428> |
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| The Market builds are the same calculation as the source in this repository.
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| ## Contents
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| 1. [What it is and who it is for](#what-it-is-and-who-it-is-for)
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| 2. [Why it was built](#why-it-was-built)
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| 3. [How it works](#how-it-works)
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| 4. [How it was tested](#how-it-was-tested)
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| 5. [Architecture](#architecture)
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| 6. [Inputs, install and compile](#inputs-install-and-compile)
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| 7. [Run the Python reference and the tests](#run-the-python-reference-and-the-tests)
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| 8. [Honest limits](#honest-limits)
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| 9. [Licence](#licence)
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| ## What it is and who it is for
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| **What:** a panel of chart objects, refreshed every two seconds. Each row is one magic number (one Expert Advisor), in the order
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| each first traded; magic 0 is "Manual"; the last row, "All", adds them up. Columns: Trades, Net, Win %, PF, Max DD, Today, Open,
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| Floating, Last deal. Hover a cell for gross profit, gross loss, wins, losses and expectancy per trade. A manual close of an EA's
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| trade stays with that EA.
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| **For:** traders who run several Expert Advisors on one account and want to see which one is doing what, not just one combined
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| statement. Also for developers: the statistics are a small, tested core you can read.
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| **Not for:** judging an EA from a few trades, or anyone who wants alarms, period filters or curves.
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| |  |  |
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| Image notes: the screenshots use an example account with made-up data (five magic numbers, names typed in the Names input);
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| they are illustrations, not terminal captures, and not trading results. MT4 versions are in [`docs/images/mt4/`](docs/images/mt4).
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| ## Why it was built
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| - **A combined statement hides which EA carries the others.** A per-magic table answers it at a glance.
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| - **Weak, scattered demand, stated plainly.** Our October 2026 research found a Myfxbook reply listing checks people skip for bots
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| (open-basket floating loss, restart during an open trade), a Programming-forum thread on EA portfolio analysis (235 views) and a
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| handful of equity and drawdown panels on the Market. That is a small signal, not proof of mass demand.
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| - **So it is free and its value is that the numbers are checked.** The statistics follow common definitions and are compared with an
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| independent Python version on thousands of deals.
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| ```mermaid
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| mindmap
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| root((EA Health Monitor))
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| Problem
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| One statement for many EAs
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| Manual closes blur whose trade it was
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| Partial closes counted as several trades
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| Design rules
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| A trade belongs to the EA that opened it
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| Partial closes are one trade
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| Costs included, entry commission too
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| Proof
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| Python reference
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| Synthetic histories compared exactly
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| MT4 tester with real orders
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| ```
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| ## How it works
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| ### The rules, step by step
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| For each deal, in time order (MT4: orders turned into deals, see below):
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| 1. **Position and owner.** An opening (IN) deal creates a position owned by the deal's magic number. Every later deal of that
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| position (partial closes, the final close, even a manual close with magic 0) belongs to the same owner. If the opening deal is
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| not in the history, the first deal seen gives the owner.
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| 2. **Realized curve.** Each deal adds `profit + swap + commission + fee` to its owner's curve at its time (the commission charged at
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| opening included).
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| 3. **Max drawdown.** `peak = max(peak, curve)`, `maxDD = max(maxDD, peak - curve)`; the peak starts at 0.
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| 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
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| deal (IN/OUT) closes the trade and opens the next one with the volume beyond.
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| 5. **Statistics per owner.** Trades `N`; wins `W` (net > 0) and losses `L` (net < 0); gross profit `GP` and gross loss `GL`;
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| - win rate `= W / N`
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| - profit factor `= GP / GL` (shown as "no loss" when `GL = 0` and `GP > 0`)
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| - expectancy `= (GP - GL) / N`.
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| 6. **Today** is the owner's realized result since server midnight. **Open** and **Floating** come from the open positions (floating
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| = profit + swap; MT4 adds commission, which MT4 books at the close).
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| 7. **Names.** The Names input (`magic=name,...`), else the comment of the EA's first opening deal plus the magic, else `#magic`.
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| **MT4** keeps orders, not deals. Each order becomes an opening deal (open time, lots) and, once closed, a closing deal (close time,
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| lots, profit, swap, commission). A partial close leaves the rest open under a new ticket whose comment is `from #<ticket>`; all
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| parts are one position. The book is rebuilt whenever the orders change.
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| ### Per-deal algorithm
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| ```mermaid
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| flowchart TD
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| A[Next deal in time order] --> B{Opening deal?}
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| B -- yes --> C[Create or extend the position<br/>owner = deal's magic]
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| B -- no --> D{Position known?}
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| D -- no --> E[Owner = this deal's magic]
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| D -- yes --> F[Owner = the position's magic]
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| C --> G[Add profit + swap + commission + fee<br/>to the owner's curve]
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| E --> G
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| F --> G
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| G --> H[Update peak and max drawdown]
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| H --> I{Closed volume reached opened volume?}
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| I -- no --> Z[Next deal]
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| I -- yes --> J[One trade: net = sum of its deals<br/>win, loss, gross profit or loss]
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| J --> K[Forget the position]
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| K --> Z
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| ```
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| ### A position's life
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| ```mermaid
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| stateDiagram-v2
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| [*] --> Open: opening deal (owner = its magic)
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| Open --> Open: partial close (same owner, still one trade)
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| Open --> Closed: closed volume reaches opened volume
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| Open --> Reversed: IN/OUT deal
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| Reversed --> Open: the volume beyond opens the other way
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| Reversed --> Closed
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| Closed --> [*]: counted as one trade, then forgotten
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| ```
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| ### Refresh flow
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| ```mermaid
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| sequenceDiagram
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| participant T as Terminal
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| participant I as EA Health Monitor
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| participant B as Book (statistics per magic)
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| participant P as Panel
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| T->>I: timer every 2 s (and on ticks)
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| I->>I: new deals since the last refresh? new day?
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| alt a new day, or older deals synced in
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| I->>B: start the book again from the whole history
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| else only new deals
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| I->>B: add them
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| end
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| I->>B: open positions: count and floating per magic
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| B-->>I: rows and total
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| I->>P: update only the cells whose text changed
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| ```
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| ## How it was tested
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| **1. The core against Python, on synthetic histories.** [`tests/reference.py`](tests/reference.py) follows the rules operation by
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| operation. [`tests/check_core.py`](tests/check_core.py) writes seeded synthetic deal lists (hedging-style positions with partial
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| closes, manual closes, reversals, entry commissions, some positions left open). The test script
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| [`tests/mql5/Scripts/EAHealthDump`](tests/mql5/Scripts) runs them through the MT5 core in the MetaTrader 5 terminal and writes the
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| statistics, and the checker compares every number (counts exactly, money within 1e-9 relative).
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| | History | Deals | Magics | Trades | Result |
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| | seed 1 | 900 | 5 | 346 | pass |
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| | seed 2 (2,000 positions) | 4,496 | 5 | 1,817 | pass |
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| | seed 3 (manual only) | 905 | 1 | 355 | pass |
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| | seed 4 (50 positions) | 117 | 5 | 46 | pass |
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| | seed 5 (two EAs) | 1,799 | 2 | 708 | pass |
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| | seed 6 (30 magics) | 6,839 | 30 | 2,732 | pass |
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| | **Total** | **15,056** | | **6,004** | **ALL PASS** |
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| Source: [`tests/results/core-parity-mt5.txt`](tests/results/core-parity-mt5.txt).
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| ```mermaid
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| xychart-beta
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| title "Deals and trades compared per synthetic history (all 0 differences)"
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| x-axis ["seed 1", "seed 2", "seed 3", "seed 4", "seed 5", "seed 6"]
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| y-axis "count" 0 --> 7500
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| bar [900, 4496, 905, 117, 1799, 6839]
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| line [346, 1817, 355, 46, 708, 2732]
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| ```
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| Bars: deals. Line: trades.
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| **2. The MT4 edition in the MetaTrader 4 Strategy Tester.** [`tests/mt4/HealthTrader.mq4`](tests/mt4/HealthTrader.mq4) trades a seeded
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| random mix (several magic numbers and manual orders, comments, stop loss and take profit, partial closes, full closes, close-by) and,
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| 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)
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| turns the raw orders into deals on its own and compares every statistic, open count, floating and row name with the Python
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| reference.
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| | | Result |
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| | Runs | 9 (2 seeds x 4 symbols + one every-tick run) |
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| | Snapshots compared | 146 |
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| | Trade operations made by the test | 25,220 |
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| | Trades in the final snapshots | 7,972 |
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| | Result | ALL PASS |
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| Source: [`tests/results/parity-mt4.txt`](tests/results/parity-mt4.txt).
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| ```mermaid
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| flowchart LR
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| R[reference.py<br/>Python, rules as code] --> C1
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| G[check_core.py write<br/>seeded synthetic deals] --> D5[EAHealthDump script<br/>MT5 core, statistics to CSV]
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| D5 --> C1[check_core.py check<br/>exact counts, 1e-9 money]
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| T4[HealthTrader EA<br/>MT4 tester trades] --> O[raw orders + book per snapshot]
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| O --> C2[check_mt4.py<br/>orders to deals on its own]
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| R --> C2
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| C1 --> V{all pass?}
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| C2 --> V
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| V -- yes --> M[Market validation]
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| V -- no --> F[fix, rerun everything]
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| ```
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| **3. Market validation.** Both Market builds passed the MQL5 Market's automated product validation before publication (the Market's
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| own check, not part of this repository).
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| **What the tests do not cover.** The panel text and layout (the MT4 tester gives an indicator run through `iCustom` no chart, so only
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| 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
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| (only synthetic histories and tester trades were compared); the MT4 test account is a cent account, so many orders were refused for
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| margin and some runs ended early.
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| ## Architecture
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| ```mermaid
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| flowchart TB
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| subgraph MT5["mql5"]
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| A5[Indicators/EAHealth/EAHealthMonitor.mq5<br/>inputs, panel rows, timer]
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| L5[Include/EAHealth/HealthLive.mqh<br/>refresh, names, formatting]
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| C5[Include/EAHealth/HealthCore.mqh<br/>deals to statistics]
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| P5[Include/EAHealth/Panel.mqh<br/>grid of chart objects]
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| A5 --> L5
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| A5 --> P5
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| L5 --> C5
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| end
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| subgraph MT4["mql4/Indicators/EAHealth"]
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| A4[EAHealthMonitor.mq4]
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| L4[HealthLive.mqh<br/>orders-based refresh]
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| C4[HealthCore.mqh<br/>same statistics + orders to deals]
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| P4[Panel.mqh<br/>exact copy]
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| A4 --> L4
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| A4 --> P4
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| L4 --> C4
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| end
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| subgraph TESTS[tests]
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| R[reference.py]
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| K1[check_core.py]
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| D5[mql5/Scripts/EAHealthDump]
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| K2[mt4/check_mt4.py]
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| D4[mt4/HealthTrader.mq4]
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| end
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| D5 -. includes .-> C5
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| D4 -. includes .-> L4
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| K1 --> R
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| K2 --> R
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| ```
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| ```mermaid
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| classDiagram
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| class EAHealthMonitor {
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| +InpNames string
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| +InpManual bool
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| +InpHideIdle bool
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| +OnInit()
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| +OnTimer()
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| +Show()
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| }
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| class EHLive {
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| +EHBook b
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| +EHRefresh()
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| +EHName()
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| }
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| class EHBook {
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| +EHStat st[]
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| +EHPos ps[]
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| }
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| class EHStat {
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| +magic long
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| +n, w, l int
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| +gp, gl, net double
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| +maxdd, today double
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| +open int
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| +floating double
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| }
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| class CSDPanel {
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| +Setup()
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| +Layout()
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| +SetCell()
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| +Destroy()
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| }
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| EAHealthMonitor --> EHLive
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| EAHealthMonitor --> CSDPanel
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| EHLive --> EHBook
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| EHBook --> EHStat
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| ```
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| The indicator has no buffers and no `iCustom` interface: it is a panel.
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| ## Inputs, install and compile
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| | Input | Default | Meaning |
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| | Names: magic=name, comma separated | empty | e.g. `771500=Trend EA,0=Manual` |
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| | Show manual trades (magic 0) | true | The "Manual" row |
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| | Hide EAs with nothing to show | false | Hide rows with no trade and nothing open |
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| | Panel corner, distance from the side and the top, font size | top left, 10, 20, 9 | Position and size |
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| | Colours: panel, cell, text, header, positive, negative | dark theme | Appearance |
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| | Debug log for bug reports | false | Writes extra lines to the Experts tab, to attach when you report a problem |
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| **Install from source.** MT5: copy `mql5/Indicators/EAHealth/` into `<terminal data folder>/MQL5/Indicators/` and
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| `mql5/Include/EAHealth/` into `<data folder>/MQL5/Include/`, open `EAHealthMonitor.mq5` in MetaEditor and press Compile (F7).
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| MT4: copy `mql4/Indicators/EAHealth/` (it holds all four files) into `<data folder>/MQL4/Indicators/` and compile
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| `EAHealthMonitor.mq4`. Both compile with 0 errors and 0 warnings (checked with the MetaEditor of a MetaTrader 5 and a MetaTrader 4
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| 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.
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| ## Run the Python reference and the tests
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| ```bash
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| python3 -m venv .venv && . .venv/bin/activate && pip install -r requirements.txt
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| ```
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| ```python
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| import sys; sys.path.insert(0, "tests")
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| from reference import compute, synth
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| deals = synth(seed=1) # seeded random history, deals in time order
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| stats = compute(deals, day_start=0) # per magic: n, w, l, gp, gl, net, curve, peak, maxdd, today, last, deals
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| ```
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| To repeat the MT5 core check: `python3 tests/check_core.py write <dir>`, copy `<dir>/deals_*.csv` to the terminal's common
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| `Files\ehtest\` folder, compile and run `tests/mql5/Scripts/EAHealthDump` (it writes `stats_<n>.csv` there), copy those back to
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| `<dir>` and run `python3 tests/check_core.py check <dir>`. For MT4: compile `tests/mt4/HealthTrader.mq4`, run it in the Strategy
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| Tester (open prices) with the inputs in `tests/mt4/configs.tsv`, then `python3 tests/mt4/check_mt4.py <folder with the files>`.
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| ## Honest limits
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| - **It reports history; it does not predict.** A few trades prove little. No profit or accuracy claim is made.
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| - **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
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| the largest of the rows, not the account's drawdown.
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| - **History must be available.** The panel can only count what the terminal's account history holds; if you cut the history
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| range in the terminal, the numbers change.
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| - **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.
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| - **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.
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| - **Scope of the tests.** Synthetic histories and tester trades, not a real account; the panel text is not covered in the MT4 tester.
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| ## Licence
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| Everything is © 2026 Allan Niñal under the
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| [PolyForm Noncommercial License 1.0.0](LICENSES/PolyForm-Noncommercial-1.0.0.md): source-available, free for personal and other
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| noncommercial use, not for commercial use. Each source file has an `SPDX-License-Identifier` line; the text is in
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| [`LICENSE`](LICENSE). The licence applies to this source, not to anything you build or trade with the indicator. Trading involves
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| risk; the software is provided as is.
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| ---
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| **Website:** [allanninal.dev/mql5](https://www.allanninal.dev/mql5/#utilities) · [MT4](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev)
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| · Questions: message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
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