function ftp_parse_response($response, &$errstr) {
    if(!is_array($response)) {
        $errstr    = 'Parameter \$response must be an array';
        return false;
    }
       
    foreach($response as $r) {
        $code    = substr(trim($r),0,3);

        if(!is_numeric($code)) {
            $errstr    = "$code is not a valid FTP code",$code);
        }
           
        if($code > 400) {
            $errstr    = $r;
            return false;
        }
    }
       
    return true;
}

$user = "user";
$pass = "password";
$host = "ftp.example.com";
$proxyuser = "proxyuser";
$proxypass = "proxypass";
$proxyhost = "ftp.proxy.com";

$conn_id = ftp_connect($proxyhost);

if(!$conn_id) {
    die("cannot connect to proxy");
}

$commands   = array(
    "USER ".$user."@".$host." ".$proxyuser,
    "PASS ".$pass,
    "PASS ".$proxypass
);

foreach($commands as $c) {
    $ret    = ftp_raw($conn_id,$c);

    //you can write your own ftp_parse_response func that
    //use an array of string as input
    if(!ftp_parse_response($ret,$errstr)) {
        ftp_close($conn_id);
        die("cannot login to $host");
    }
}

echo "ok, now connected";