IchiGridEA_ONNX_SourceBank/05_CONTRACTS_DRAFT/ICHIGRID_FEATURE_SCHEMA_20260527.md

# ICHIGRID FEATURE SCHEMA — 2026-05-27

## Verdict

STATUS = CONTRACT_DRAFT  
MERGE_TO_ICHIGRID = FORBIDDEN  
LOT047 = HOLD  
PRODUCTION = NO  

## Purpose

This document defines the draft feature schema for a future passive ONNX bridge in IchiGridEA MT5.

This document does not authorize:
- MQL5 implementation;
- merge into LOT046;
- copy to MetaTrader;
- opening LOT047;
- production usage;
- ONNX model execution for trading.

## Scope

The schema separates two layers:

1. IchiGrid canonical feature vector.
2. SourceBank reference ONNX model views.

The official ONNX.Price.Prediction models are reference assets. Their shapes are useful for API and shape validation, but their feature semantics are not automatically accepted as IchiGrid trading features.

## Canonical feature vector

Schema ID:

ICHIGRID_FEATURE_SCHEMA_V1

Vector size:

16

## Feature list

| Index | FeatureName | Domain | ExpectedSource | NormalizedRange | Status |
|---:|---|---|---|---|---|
| 0 | ichi_tenkan_kijun_delta_norm | Ichimoku | Ichimoku signal layer | [-1,1] | CONTRACT_DRAFT |
| 1 | ichi_price_kumo_position_norm | Ichimoku | Ichimoku signal layer | [-1,1] | CONTRACT_DRAFT |
| 2 | ichi_cloud_thickness_atr_norm | Ichimoku / Volatility | Ichimoku + ATR layer | [0,1] | CONTRACT_DRAFT |
| 3 | ichi_chikou_clearance_norm | Ichimoku | Ichimoku signal layer | [-1,1] | CONTRACT_DRAFT |
| 4 | price_action_impulse_norm | PriceAction | Price action layer | [-1,1] | CONTRACT_DRAFT |
| 5 | candle_pattern_score_norm | Candles | Candlestick pattern layer | [-1,1] | CONTRACT_DRAFT |
| 6 | atr_volatility_norm | Volatility | ATR / volatility layer | [0,1] | CONTRACT_DRAFT |
| 7 | spread_cost_norm | Broker / Cost | Broker execution guard | [0,1] | CONTRACT_DRAFT |
| 8 | momentum_slope_norm | Momentum | Momentum layer | [-1,1] | CONTRACT_DRAFT |
| 9 | volume_proxy_norm | Volume | Volume / tick proxy layer | [0,1] | CONTRACT_DRAFT |
| 10 | session_score_norm | Session | Session classifier | [-1,1] | CONTRACT_DRAFT |
| 11 | news_risk_norm | News | News impact tracker | [0,1] | CONTRACT_DRAFT |
| 12 | grid_pressure_norm | Grid | Grid engine telemetry | [-1,1] | CONTRACT_DRAFT |
| 13 | exposure_risk_norm | Risk | Portfolio / exposure risk | [0,1] | CONTRACT_DRAFT |
| 14 | memory_confidence_norm | Memory | Signal memory engine | [0,1] | CONTRACT_DRAFT |
| 15 | protection_risk_norm | Protection | Protection manager | [0,1] | CONTRACT_DRAFT |

## Reference model views

The SourceBank ONNX.Price.Prediction models expose candidate shapes such as:

- [1,10,4] -> [1,1]
- [1,5,4] -> [1,1]
- [1,20,4] -> [1,1]

These shapes are not accepted as IchiGrid schema by default.

They are classified as:

REFERENCE_TEST_FIXTURE

## IchiGrid ONNX view candidates

### View A — ICHIGRID_LSTM_10x4_VIEW

Shape:

[1,10,4]

Candidate features:

1. price_action_impulse_norm
2. atr_volatility_norm
3. ichi_tenkan_kijun_delta_norm
4. momentum_slope_norm

Status:

CONTRACT_DRAFT

### View B — ICHIGRID_FULL_VECTOR_1x16

Shape:

[1,16]

Candidate features:

All 16 canonical features.

Status:

CONTRACT_DRAFT

## Mandatory validation before implementation

Before any MQL5 wrapper:

1. Each feature must have a confirmed source module.
2. Each feature must have deterministic normalization.
3. Each feature must be computable in Strategy Tester.
4. No feature may depend on future candles.
5. No feature may require live-only data.
6. Each feature must define missing-data behavior.
7. Each feature must be logged in passive audit mode.
8. Output must remain passive intent only.

## Current decision

This schema is approved only as a draft.

Next allowed action:

PREPROCESSING_CONTRACT_REVIEW

Forbidden actions:

- IMPLEMENT_MQL5_ONNX_BRIDGE
- MERGE_TO_LOT046
- COPY_TO_MT5
- OPEN_LOT047
- PRODUCTION