TradeTrove is the compliance-first strategy library for prop firm algo traders. Walk-forward backtested bots, pre-checked against every firm’s actual rulebook, exported as production-ready cAlgo code in one click.
Most don't fail because their strategy is bad. They fail because the challenge rules trip them up in ways no backtest would show.
FTMO bans HFT and tick scalping. FundingPips bans copy-trading. The5ers has unique HSC scaling rules. FundedNext has its own consistency math. You usually find out about each rule only after you've broken it.
Optimizers curve-fit to historical data. 95% of strategies that pass a vanilla backtest fail live. Walk-forward is the only antidote — and almost no retail tool implements it correctly.
StrategyQuant makes a bot. FTMO terminates it on day 7 for violating an undocumented rule. You're left debugging someone else's C# at 2am while another $100 challenge dies.
Everything you need to go from strategy idea to funded account, with compliance and risk baked in at every step.
Every strategy ships with a clean train/test split. We only publish out-of-sample numbers — no in-sample optimization theater.
Each strategy is pre-checked against every encoded rulebook. See pass/warn/fail for your firm before you download.
Production-ready .cs files for cTrader. Your risk %, account size, and firm-specific kill-switches baked in at download time.
Paste any bot. Get a static-analysis verdict against the firm's rulebook in 200ms. Share the result with a link.
FTMO, The5ers, FundingPips, FundedNext, Alpha Capital — every rule encoded, sourced, and dated.
Log your funded account. Live distance to daily-DD, overall-DD, and profit target — refreshed each render.
Pick a prop firm. Pick a strategy. Watch TradeTrove walk-forward it, stress-test it against the rulebook, and compile the cAlgo bot.
DE40 NY Opening Range Breakout · DAX40 · 13-17 UTC
Running compliance checks…
de40_orb_bot.cs · 482 lines · The5ers-compliantEvery export includes firm-specific kill-switches, news-window filters, lot sizing respecting the daily DD, and a GetFitness override so you can re-optimize on the cTrader Optimizer without curve-fitting.
// Auto-generated by TradeTrove v1.0
// Strategy: DE40 ORB v2 | Firm: The5ers HSC | Risk: 1.00%
// Rulebook hash: 0x7a3f...b21c (2026-04-16)
"color:#ff3d8a">using cAlgo.API;
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
"color:#ff3d8a">public "color:#ff3d8a">class DE40OpeningRangeBreakoutV2 : Robot
{
[Parameter("Risk Per Trade (%)", DefaultValue = 1.0)]
"color:#ff3d8a">public "color:#ff3d8a">double RiskPercent { get; set; }
[Parameter("Daily DD Limit (%)", DefaultValue = 3.0)]
"color:#ff3d8a">public "color:#ff3d8a">double DailyDdLimit { get; set; }
// ── TradeTrove-injected: The5ers HSC compliance ──
"color:#ff3d8a">private const "color:#ff3d8a">double MAX_DAILY_DD = 5.0; // Firm rule
"color:#ff3d8a">private const "color:#ff3d8a">double MAX_TOTAL_DD = 10.0; // Firm rule
"color:#ff3d8a">private const "color:#ff3d8a">int NEWS_BLACKOUT_MIN = 5;
"color:#ff3d8a">protected "color:#ff3d8a">override "color:#ff3d8a">void "color:#00f0ff">OnBar()
{
"color:#ff3d8a">if (ExceedsDailyDd() || InNewsWindow()) "color:#ff3d8a">return;
"color:#ff3d8a">var bar = Bars.LastBar;
"color:#ff3d8a">if (bar.Close > _rangeHigh && ChecksPass())
{
"color:#00f0ff">PlaceLimitOrder(TradeType.Buy, SymbolName,
ComputeVolume(), _rangeHigh,
"DE40_ORB_V2", _slPips, _tpPips, _expiry);
}
}
// Phase-1-aware custom fitness "color:#ff3d8a">for optimizer re-runs
"color:#ff3d8a">protected "color:#ff3d8a">override "color:#ff3d8a">double "color:#00f0ff">GetFitness(GetFitnessArgs args)
{
"color:#ff3d8a">if (args.MaxEquityDrawdownPercentages >= 8.0) "color:#ff3d8a">return 0.0;
"color:#ff3d8a">if (args.TotalTrades < 40) "color:#ff3d8a">return 0.0;
"color:#ff3d8a">if (args.ProfitFactor < 1.15) "color:#ff3d8a">return 0.0;
"color:#ff3d8a">return args.NetProfit / args.MaxEquityDrawdownPercentages;
}
}We read the terms of service so you don't have to. Each firm's exact rules are encoded as structured data, versioned with sources, and replayed in every walk-forward simulation. More firms added monthly.
High Stakes Challenge
Challenge → Verification → Funded
No latency arb, no tick scalping, no HFT
1-Step / 2-Step Evaluation
External copy trading banned
Stellar / Evaluation
1-Step / Direct Funding
E8 Evaluation / Track
Correlated P&L across accounts = termination
Futures Evaluation
Futures-focused; trailing DD is unique
Futures Sim → Live
2-Step
Trading Combine
Starter / Expert / Milestone
Crypto-native eval
No affiliates. No fake reviews. Real users, verified funded accounts.
“Spent $400 failing FTMO three times on a strategy my own backtest said was solid. TradeTrove's simulation would have caught the daily DD breach on day 14. Passed on attempt four.”
“The cAlgo code export actually compiles and runs. I've bought 6 other 'strategy generators' and spent hours fixing their output. This is the first one I haven't had to rewrite.”
“The walk-forward split is the thing nobody else does right. My curve-fit strategies looked brilliant until I ran them through TradeTrove's out-of-sample windows. Saved me from three bad ideas.”
Prop firm challenges cost $100–$500 each. Most traders fail 3–4 before passing. TradeTrove is the cheapest risk reduction in the stack.
For the challenge grinder
Billed annually — save $118
For the serious algo trader
Billed annually — save $278
For teams + prop firms
Billed annually — save $718
14-day free trial. No card required. Cancel anytime.
Yes. Every strategy is pre-checked against each firm's encoded rulebook before you download. The5ers, FundedNext, and Alpha Capital allow EAs fully; FTMO and FundingPips allow algos with restrictions (no HFT, no martingale, no copy-trading). Each strategy page shows you the per-firm verdict before you commit.
StrategyQuant generates strategies with no awareness of prop firm rules — you'll pass their backtest but blow up your real challenge. TradeTrove ships strategies that already passed firm-specific compliance checks, plus a separate compliance checker where you can paste any bot and audit it against the rulebook before paying for a challenge.
All published strategies are walk-forward tested on 2–3 years of M5 bar data from a tick-accurate broker feed (Dukascopy). 70% train / 30% test split — only the test-period numbers are shown on each strategy card. Commission modeled at $30 per million USD volume, spread at 1 pip (DE40, NAS100) or 2 pips (XAUUSD). If a strategy doesn't survive out-of-sample, it doesn't ship.
Yes — for cTrader. Click download on any strategy and you get a ready-to-compile .cs file with your account size, risk %, and firm-specific kill-switches baked in. Drop it into cAlgo, hit build, attach. MT5 (.mq5) export is on the roadmap.
Yes. The Pro and Studio tiers include a commercial license — publish on cTrader Algo Store or sell direct. The only restriction is that you can't redistribute the encoded rulebook database itself.
Each rulebook page shows a versioned 'as of' date and a list of the firm's official sources. When a firm publishes a change, the rulebook is updated and any pre-built strategy verdicts are re-checked. Major changes get a banner on the affected strategy.
No. The compliance checker analyzes pasted code in-memory and never writes it to disk. Public share links carry the code in the URL itself — there's no server-side copy to leak.
Your next prop firm challenge should be your last. 14-day free trial. No card. Compliant code in your inbox tonight.