Metatrader 5 Expert Advisor | Larry Williams XGBoost Onnx | MQL5 Community Release 📈 MT4 & MT5 Downloads

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📋 User Manual: Larry Williams AI-Filtered EA

This Expert Advisor (EA) combines the classical Larry Williams Outside Bar strategy with an Artificial Intelligence (ONNX) filter. It uses mechanical price action to find setups and AI to predict the probability of a successful trade.

1. File Preparation (Crucial)

For the EA to initialize correctly, you must place your pre-trained machine learning model in the correct directory:

Filename: (or the name specified in the inputs).
Path:
Requirement: The EA will fail to start ( INIT_FAILED ) if the file is missing from this folder.

2. Input Parameters

Parameter	Description
InpMagic	Unique ID for the EA to manage its own trades without interfering with others.
InpLotSize	The volume of the position to be opened (e.g., 0.5 lots).
InpRR	Risk/Reward Ratio. If set to 1.5, the Take Profit will be 1.5x the distance of the Stop Loss.
InpModelName	The exact name of your ONNX file in the Files folder.
InpThreshold	AI Confidence level (0.0 to 1.0). The EA will only trade if the AI probability is higher than this value (e.g., 0.6 = 60%).
InpAtrPeriod	Period for the Average True Range (ATR) used as one of the AI data features.

3. Trading Logic & Strategy

Phase 1: Mechanical Detection

At the opening of every new bar, the EA checks for an Outside Bar (the current candle's High is higher than the previous, and the Low is lower than the previous).

Bullish Signal: Price closes above the previous bar's High.
Bearish Signal: Price closes below the previous bar's Low.

Phase 2: AI Validation

If an Outside Bar is detected, the EA extracts 10 Data Features (Body size, Relative Range, ATR, Volume change, Day of the week, Hour, etc.) and sends them to the larry_model.onnx model.

The EA executes a BUY if the AI probability for Class 1 (Buy) > InpThreshold .
The EA executes a SELL if the AI probability for Class 2 (Sell) > InpThreshold .

Phase 3: Trade Management

Stop Loss (SL): Placed at the Low (for Buy) or High (for Sell) of the signal candle.
Take Profit (TP): Calculated automatically based on the InpRR ratio.
Frequency: The EA only allows one open position at a time.

4. Technical Requirements for the ONNX Model

If you are training the model in Python (Scikit-Learn, PyTorch, etc.), ensure the output matches the EA requirements:

Input Shape: {1, 10} (10 features).
Output Node 0: Predicted Label (Long).
Output Node 1: Probabilities (Float array of 3 classes: [Neutral, Buy, Sell]).
Feature Order: The data must be fed in the exact order defined in the CalculateFeatures function (Body Size, Rel Range, Bull/Bear flag, ATR, Rel ATR, Day, Hour, Vol Change, Prev Direction).