Bitcoin favicon, more strategies, default timeframe 5m

- Add an SVG Bitcoin favicon and link it in index.html.
- New indicators: macd() and roc().
- Five new strategies: macd_trend, bollinger_reversion, donchian_breakout,
  ema_cross, momentum (plus the existing sma_cross, rsi_reversion).
- Default TIMEFRAME is now 5m (config, .env.example, compose, workflow, UI).

backend/app/engine/strategies/donchian_breakout.py

@@ -0,0 +1,64 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class DonchianBreakout(Strategy):
+    """Breakout of the highest high, exit on the lowest low."""
+
+    key: ClassVar[str] = "donchian_breakout"
+    name: ClassVar[str] = "Donchian Breakout"
+    description: ClassVar[str] = (
+        "Open long when the close breaks above the highest high of the entry "
+        "lookback; exit on a close below the lowest low of the exit lookback. "
+        "Optional ATR stop."
+    )
+    default_params: ClassVar[dict] = {
+        "entry_period": 20,
+        "exit_period": 10,
+        "atr_period": 14,
+        "atr_stop_mult": 2.0,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "entry_period": "Breakout lookback for entries",
+        "exit_period": "Lookback for the exit channel",
+        "atr_period": "ATR lookback for the stop",
+        "atr_stop_mult": "Stop distance in ATRs (0 disables)",
+        "size": "Fraction of equity per trade",
+    }
+    param_bounds: ClassVar[dict] = {
+        "entry_period": (2, 200),
+        "exit_period": (2, 200),
+        "atr_stop_mult": (0.0, 10.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        entry_period = int(self.params["entry_period"])
+        exit_period = int(self.params["exit_period"])
+        if len(ctx.candles) < max(entry_period, exit_period) + 1:
+            return
+
+        # Exclude the current candle from the channel.
+        recent_high = max(c.high for c in ctx.candles[-entry_period - 1 : -1])
+        recent_low = min(c.low for c in ctx.candles[-exit_period - 1 : -1])
+
+        if ctx.is_flat and ctx.price > recent_high:
+            stop = None
+            mult = float(self.params["atr_stop_mult"])
+            if mult > 0:
+                atr_value = ctx.atr(int(self.params["atr_period"]))
+                if atr_value:
+                    stop = ctx.price - mult * atr_value
+            ctx.enter_long(
+                size=float(self.params["size"]),
+                stop_loss=stop,
+                reason=f"broke {entry_period}-bar high",
+            )
+        elif ctx.side == PositionSide.LONG and ctx.price < recent_low:
+            ctx.close(reason=f"broke {exit_period}-bar low")