1. Unlock your device
See xiaomitips.com tutorial for MI 5, same method for MI max. Sorry, can't post link
2. Flash twrp via fastboot
See tuto on xiaomitips.com to
3. To boot on twrp: vol up + power
4. If you twrp ask for a code (encrypt device),
-Download supersu
-Download a twrp rom
go...