Faithful port of MultiTimeframeStrategy by 用Python的交易员, MIT licensed, from https://github.com/51bitquant/howtrader/blob/fcad8e2d86825506b9d33441ab78be853c2c3bdd/examples/strategies/multi_timeframe_strategy.py. Preserve the 5-minute execution clock, 15-minute trend clock, RSI thresholds, SMA defaults, aggressive limit orders and signal-based exits. Adapt only the unspecified market to NEARUSDT.OKX and the original fixed_size=1 quantity to capital-relative sizing. Aggregate completed 1-minute bars into both clocks, invoking the 5-minute callback before the 15-minute callback at shared boundaries, exactly as the source's on_bar ordering does. Consequently, the shared-boundary trading decision uses the previously computed 15-minute trend. Preserve ArrayManager's default 100-bar initialization for each timeframe and its TA-Lib RSI/SMA semantics; verify helper defaults against the pinned source during translation. The source requests 10 days of initialization history. No supplementary signal, stop-loss, target, trailing stop, maximum holding period or reversal-on-the-same-callback is added. Performance is unverified.