Faithful port of AtrRsiStrategy by 用Python的交易员, MIT licensed, at howtrader commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Source: https://github.com/51bitquant/howtrader/blob/fcad8e2d86825506b9d33441ab78be853c2c3bdd/examples/strategies/atr_rsi_strategy.py. Trade LINKUSDT.BYBIT long and short on completed 1-minute bars, preserving the minute-bar behavior of the source's tick-driven BarGenerator. Freeze atr_length=22, atr_ma_length=10, rsi_length=5, rsi_entry=16, trailing_percent=0.8 and source fixed_size=1. Adapt only instrument, venue, capital-relative sizing and fees. Entry orders remain marketable limit orders, and exits remain platform-matched intrabar stop-market orders. The source does not install protection in its entry branch; preserve its first protective-stop submission on the next completed bar after a position exists. No performance claim is verified. The supplied strategy text was read; retrieval of its utility dependencies failed, so the developer must verify ArrayManager initialization and indicator semantics against the pinned dependency before claiming exact numerical parity.