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