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profitable-expert-advisor/ai/ONNX_EA.mq5
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2026-01-05 05:37:33 +01:00

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//+------------------------------------------------------------------+
//| ONNX_EA.mq5 |
//| Copyright 2025, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "Expert Advisor using ONNX model for price prediction"
#property description "Based on: https://www.mql5.com/en/docs/onnx/onnx_prepare"
#include <Trade\Trade.mqh>
//--- Input parameters
input group "ONNX Model Settings"
input string InpModelPath = "models\\XAUUSD_H1_model.onnx"; // ONNX Model Path
input int InpLookback = 60; // Lookback Period (bars)
input bool InpUsePrediction = true; // Use Model Prediction
input group "Trading Settings"
input double InpLotSize = 0.01; // Lot Size
input int InpMagicNumber = 123456; // Magic Number
input int InpSlippage = 3; // Slippage (points)
input int InpStopLoss = 50; // Stop Loss (pips)
input int InpTakeProfit = 100; // Take Profit (pips)
input group "Prediction Settings"
input double InpPredictionThreshold = 0.0001; // Min Prediction Change (0.01%)
input bool InpUseConfidence = true; // Use Confidence Filter
input double InpMinConfidence = 0.6; // Minimum Confidence
//--- Global variables
CTrade trade;
long onnx_handle = INVALID_HANDLE;
datetime last_bar_time = 0;
double last_prediction = 0.0;
double last_confidence = 0.0;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Set trade parameters
trade.SetExpertMagicNumber(InpMagicNumber);
trade.SetDeviationInPoints(InpSlippage);
trade.SetTypeFilling(ORDER_FILLING_FOK);
// Load ONNX model
string model_path = InpModelPath;
// Convert relative path to full path
if(StringFind(model_path, "\\") == 0 || StringFind(model_path, "/") == 0)
{
// Already absolute path
}
else
{
// Relative path - prepend terminal data folder
model_path = TerminalInfoString(TERMINAL_DATA_PATH) + "\\MQL5\\Files\\" + model_path;
}
// Replace forward slashes with backslashes for Windows
StringReplace(model_path, "/", "\\");
Print("Loading ONNX model from: ", model_path);
onnx_handle = OnnxCreate(model_path, ONNX_DEFAULT);
if(onnx_handle == INVALID_HANDLE)
{
Print("ERROR: Failed to load ONNX model. Error: ", GetLastError());
Print("Make sure the model file exists at: ", model_path);
return(INIT_FAILED);
}
// Get model info
int input_count = OnnxGetInputCount(onnx_handle);
int output_count = OnnxGetOutputCount(onnx_handle);
Print("ONNX Model loaded successfully");
Print(" Inputs: ", input_count);
Print(" Outputs: ", output_count);
if(input_count > 0)
{
string input_name = OnnxGetInputName(onnx_handle, 0);
Print(" Input name: ", input_name);
}
if(output_count > 0)
{
string output_name = OnnxGetOutputName(onnx_handle, 0);
Print(" Output name: ", output_name);
}
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Release ONNX model
if(onnx_handle != INVALID_HANDLE)
{
OnnxRelease(onnx_handle);
Print("ONNX model released");
}
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Check if new bar
datetime current_bar_time = iTime(_Symbol, PERIOD_CURRENT, 0);
if(current_bar_time == last_bar_time)
{
return; // Still the same bar
}
last_bar_time = current_bar_time;
// Check if we should use prediction
if(!InpUsePrediction)
{
return;
}
// Prepare input data
float input_data[];
if(!PrepareInputData(input_data))
{
Print("ERROR: Failed to prepare input data");
return;
}
// Run ONNX model
float output_data[];
if(!RunONNXModel(input_data, output_data))
{
Print("ERROR: Failed to run ONNX model");
return;
}
// Get prediction
if(ArraySize(output_data) == 0)
{
Print("ERROR: Empty output from ONNX model");
return;
}
double predicted_price = output_data[0];
double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
// Calculate prediction change
double price_change = predicted_price - current_price;
double price_change_pct = (price_change / current_price) * 100.0;
// Calculate confidence (simple heuristic based on prediction magnitude)
double confidence = MathAbs(price_change_pct) / 1.0; // Normalize
if(confidence > 1.0) confidence = 1.0;
last_prediction = predicted_price;
last_confidence = confidence;
// Log prediction
Print("Prediction: Current=", current_price,
" Predicted=", predicted_price,
" Change=", price_change_pct, "%",
" Confidence=", confidence);
// Check if we should trade
if(!InpUseConfidence || confidence >= InpMinConfidence)
{
// Check if prediction is significant
if(MathAbs(price_change_pct) >= InpPredictionThreshold)
{
// Check existing position
if(PositionSelect(_Symbol))
{
// Manage existing position
ManagePosition(predicted_price, price_change_pct);
}
else
{
// Open new position based on prediction
if(price_change_pct > InpPredictionThreshold)
{
OpenBuyPosition();
}
else if(price_change_pct < -InpPredictionThreshold)
{
OpenSellPosition();
}
}
}
}
}
//+------------------------------------------------------------------+
//| Prepare input data for ONNX model |
//+------------------------------------------------------------------+
bool PrepareInputData(float &input_array[])
{
// We need to prepare data similar to training
// This is a simplified version - you may need to adjust based on your model
int lookback = InpLookback;
int features = 12; // Adjust based on your model (OHLC + volume + indicators)
ArrayResize(input_array, lookback * features);
ArrayInitialize(input_array, 0.0);
// Get historical data
double open[], high[], low[], close[], volume[];
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(volume, true);
if(CopyOpen(_Symbol, PERIOD_CURRENT, 0, lookback + 50, open) < lookback)
return false;
if(CopyHigh(_Symbol, PERIOD_CURRENT, 0, lookback + 50, high) < lookback)
return false;
if(CopyLow(_Symbol, PERIOD_CURRENT, 0, lookback + 50, low) < lookback)
return false;
if(CopyClose(_Symbol, PERIOD_CURRENT, 0, lookback + 50, close) < lookback)
return false;
if(CopyTickVolume(_Symbol, PERIOD_CURRENT, 0, lookback + 50, volume) < lookback)
return false;
// Calculate indicators (simplified - you may need to match training exactly)
double rsi[], ema20[], ema50[], atr[];
ArraySetAsSeries(rsi, true);
ArraySetAsSeries(ema20, true);
ArraySetAsSeries(ema50, true);
ArraySetAsSeries(atr, true);
// Calculate RSI
int rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
if(rsi_handle == INVALID_HANDLE) return false;
if(CopyBuffer(rsi_handle, 0, 0, lookback + 50, rsi) < lookback)
{
IndicatorRelease(rsi_handle);
return false;
}
IndicatorRelease(rsi_handle);
// Calculate EMAs
int ema20_handle = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
int ema50_handle = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
if(ema20_handle == INVALID_HANDLE || ema50_handle == INVALID_HANDLE) return false;
if(CopyBuffer(ema20_handle, 0, 0, lookback + 50, ema20) < lookback ||
CopyBuffer(ema50_handle, 0, 0, lookback + 50, ema50) < lookback)
{
IndicatorRelease(ema20_handle);
IndicatorRelease(ema50_handle);
return false;
}
IndicatorRelease(ema20_handle);
IndicatorRelease(ema50_handle);
// Calculate ATR
int atr_handle = iATR(_Symbol, PERIOD_CURRENT, 14);
if(atr_handle == INVALID_HANDLE) return false;
if(CopyBuffer(atr_handle, 0, 0, lookback + 50, atr) < lookback)
{
IndicatorRelease(atr_handle);
return false;
}
IndicatorRelease(atr_handle);
// Normalize and prepare data (simplified normalization)
// IMPORTANT: This uses simplified normalization. For best results, you should:
// 1. Save the scaler during training (train_onnx_model.py does this automatically)
// 2. Implement the same normalization logic in MQL5, OR
// 3. Pre-normalize data in Python and pass to MQL5 via files/global variables
// The current implementation may not match training exactly, which can affect accuracy
int idx = 0;
for(int i = 0; i < lookback; i++)
{
// Normalize features (simplified - use proper scaler in production)
input_array[idx++] = (float)((open[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)((high[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)((low[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)((close[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)(volume[i] / 1000000.0); // Normalize volume
input_array[idx++] = (float)(rsi[i] / 100.0); // Normalize RSI
input_array[idx++] = (float)((ema20[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)((ema50[i] - close[lookback-1]) / close[lookback-1]);
input_array[idx++] = (float)(atr[i] / close[lookback-1]);
input_array[idx++] = (float)((close[i] - close[i+1]) / close[i+1]); // Price change
input_array[idx++] = (float)(high[i] / low[i]); // High/low ratio
input_array[idx++] = (float)(volume[i] / (volume[i] + volume[i+1] + volume[i+2]) / 3.0); // Volume ratio
}
// Reshape for model: (1, lookback, features)
// ONNX expects shape [1, lookback, features]
float reshaped[];
ArrayResize(reshaped, 1 * lookback * features);
ArrayCopy(reshaped, input_array);
ArrayCopy(input_array, reshaped);
return true;
}
//+------------------------------------------------------------------+
//| Run ONNX model |
//+------------------------------------------------------------------+
bool RunONNXModel(float &input_data[], float &output_data[])
{
if(onnx_handle == INVALID_HANDLE)
return false;
// Set input shape
long input_shape[] = {1, InpLookback, 12}; // Adjust based on your model
if(!OnnxSetInputShape(onnx_handle, 0, input_shape))
{
Print("ERROR: Failed to set input shape. Error: ", GetLastError());
return false;
}
// Run model
if(!OnnxRun(onnx_handle, ONNX_NO_CONVERSION, input_data, output_data))
{
Print("ERROR: Failed to run ONNX model. Error: ", GetLastError());
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Open buy position |
//+------------------------------------------------------------------+
void OpenBuyPosition()
{
double price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
double sl = InpStopLoss > 0 ? price - InpStopLoss * _Point * 10 : 0;
double tp = InpTakeProfit > 0 ? price + InpTakeProfit * _Point * 10 : 0;
if(trade.Buy(InpLotSize, _Symbol, price, sl, tp, "ONNX Buy Signal"))
{
Print("Buy order opened. Ticket: ", trade.ResultOrder());
}
else
{
Print("Failed to open buy order. Error: ", trade.ResultRetcodeDescription());
}
}
//+------------------------------------------------------------------+
//| Open sell position |
//+------------------------------------------------------------------+
void OpenSellPosition()
{
double price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double sl = InpStopLoss > 0 ? price + InpStopLoss * _Point * 10 : 0;
double tp = InpTakeProfit > 0 ? price - InpTakeProfit * _Point * 10 : 0;
if(trade.Sell(InpLotSize, _Symbol, price, sl, tp, "ONNX Sell Signal"))
{
Print("Sell order opened. Ticket: ", trade.ResultOrder());
}
else
{
Print("Failed to open sell order. Error: ", trade.ResultRetcodeDescription());
}
}
//+------------------------------------------------------------------+
//| Manage existing position |
//+------------------------------------------------------------------+
void ManagePosition(double predicted_price, double price_change_pct)
{
if(!PositionSelect(_Symbol))
return;
long position_type = PositionGetInteger(POSITION_TYPE);
double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
double current_profit = PositionGetDouble(POSITION_PROFIT);
// Simple management: close if prediction reverses
if(position_type == POSITION_TYPE_BUY && price_change_pct < -InpPredictionThreshold)
{
// Prediction turned bearish, close long
if(trade.PositionClose(_Symbol))
{
Print("Closed long position due to bearish prediction");
}
}
else if(position_type == POSITION_TYPE_SELL && price_change_pct > InpPredictionThreshold)
{
// Prediction turned bullish, close short
if(trade.PositionClose(_Symbol))
{
Print("Closed short position due to bullish prediction");
}
}
}