I saw your code, it's very simple and useful, but I would like to suggest it without ONNX model, so it can be run standalone in MT5 and MT5 VPS also, use normal CSV file for data, don't use ONNX model, if you are using ONNX model people forced to know about Python language also. I am professional coder since 1992 and I know Python also but always I like my software to be run standalone without any external support and it's best method and minimum requirement, I suggest you to develop it with auto self learning feature, so when any user implement it first time EA find data for that symbol and if doesn't find create data file automatically, no Python requirement, no self learning requirement. it's quiet simple and super also. Thanks for this code.
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Larry Williams XGBoost Onnx:
adoption of Larry William's method using AI Time-Series XGBoost
Author: Taufiqurrachman Assauqi