Faithful port of TrendFollowingStrategy by freqtrade, GPL-3.0, at commit f3340ce11f5bdf62f598522e64d1f5638eaa13f5. Preserve the 5-minute timeframe, pandas span-20 adjust=False exponential mean, TA-Lib OBV, all four signal expressions, ROI schedule and trailing-stop defaults. Important source behavior: the class does not set can_short=True, so inherited Freqtrade defaults disable short entries; retain the short signal calculations but do not execute shorts. This default is documented in [Freqtrade strategy customization](https://www.freqtrade.io/en/stable/strategy-customization/). Trade LINKUSDT.BINANCE on a margin account at 1x. Platform adaptations are equity-relative sizing, actual platform fees, market execution at the signal bar's close instead of next-bar-open execution, and platform-matched intrabar protective stops. No exchange-hosted protection is required. The previous contract was not supplied or found, so its venue selection cannot be confirmed. The reported validation defect is corrected by encoding minimal_roi as a numeric sequence with a separate numeric minute sequence, preserving the exact schedule. No performance pre-study was conducted.