import backtrader as bt


class FiveDayReversal(bt.Strategy):
    """Buy on 5-day oversold signal, sell on bounce or time stop."""

    params = (
        ("lookback", 5),
        ("entry_threshold", -0.05),  # buy when 5-day return < -5%
        ("exit_threshold", 0.0),     # sell when 1-day return > 0%
        ("max_hold", 3),             # max hold days
    )

    def __init__(self):
        self.roc5 = bt.indicators.RateOfChange(self.data.close, period=self.params.lookback)
        self.hold_counter = 0

    def next(self):
        if not self.position:
            if self.roc5[0] < self.params.entry_threshold:  # RateOfChange returns a fraction, not %
                self.buy()
                self.hold_counter = 0
        else:
            self.hold_counter += 1
            roc1 = (self.data.close[0] / self.data.close[-1] - 1) * 100
            if roc1 > self.params.exit_threshold * 100 or self.hold_counter >= self.params.max_hold:
                self.close()