Faithful signal and order translation of AtrRsiStrategy by 用Python的交易员, MIT licensed. Source: https://github.com/vnpy/vnpy_ctastrategy/blob/6ef76981624bf55b2ea978f8587f74d633aafc72/vnpy_ctastrategy/strategies/atr_rsi_strategy.py. Preserve atr_length=22, atr_ma_length=10, rsi_length=5, rsi_entry=16, trailing_percent=0.8 and fixed_size=1. Use ETHUSDT.OKX perpetual with completed 1-MINUTE bars, matching the source's default tick-to-minute BarGenerator. No higher-timeframe aggregation, additional filters or parameter fitting. Platform sizing is the explicitly authorized adaptation: fixed_size=1 represents one capital-relative allocation, sized at entry to 10% of current equity in notional, rounded down to instrument quantity precision. Hold that quantity until exit; never pyramid. Config leverage=1.0. Starting equity is $100,000. Source initialization requests ten days of historical bars; maintain a rolling 100-bar ArrayManager-equivalent buffer and prohibit trading until it is initialized. Logging and event callbacks do not generate signals; order and stop-order callbacks are otherwise no-ops.