When you have first installed Plesk Onyx, and you have forwarded port 20,21 to your Plesk server, you will find that the client is being redirected to passive ports, theese ports needs to be defined in your firewall and also in the Proftpd server inside Plesk.
Create a new file
Edit the file with ex. nano:
Add the following lines:
PassivePorts 57000 59000
Then save the file, and the changes will be implemented instantly, with no need to reboot!
Then add a nat/firewall rule and allow ports 57000-59000 (TCP)