Add Supertrend and VWAP strategies plus a short-side example

- New indicators: vwap (rolling/cumulative) and supertrend (line + direction),
  exposed on StrategyContext.
- New strategies: supertrend (flip-based, optional shorts), vwap_reversion
  (mean reversion below a rolling VWAP) and ema_cross_short (short-side
  example, mirroring the long EMA cross). 10 strategies total.
- Adds indicator and strategy tests; smoke-tested all three on live BTC/USDT
  5m data.

backend/app/engine/strategies/base.py

@@ -5,7 +5,17 @@ from collections.abc import Sequence
 from dataclasses import dataclass
 from typing import Any, ClassVar, Literal, Protocol
 
-from app.engine.indicators import atr, ema, macd, roc, rolling_std, rsi, sma
+from app.engine.indicators import (
+    atr,
+    ema,
+    macd,
+    roc,
+    rolling_std,
+    rsi,
+    sma,
+    supertrend,
+    vwap,
+)
 from app.models import PositionSide
 from app.schemas import Candle, ParamSpec, StrategyOut
 
@@ -116,6 +126,15 @@ class StrategyContext:
     def roc(self, period: int = 10) -> float | None:
         return roc(self.closes, period)[-1]
 
+    def vwap(self, period: int | None = None) -> float | None:
+        return vwap(self._candles, period)[-1]
+
+    def supertrend(
+        self, period: int = 10, multiplier: float = 3.0
+    ) -> tuple[float | None, bool | None]:
+        line, up = supertrend(self._candles, period, multiplier)
+        return line[-1], up[-1]
+
     # --- order intents ------------------------------------------------
     def enter_long(
         self,