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/ema_cross_short.py

@@ -0,0 +1,70 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.indicators import atr, ema
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class EmaCrossShort(Strategy):
+    """Short-side example: sell EMA cross-downs, cover on cross-up."""
+
+    key: ClassVar[str] = "ema_cross_short"
+    name: ClassVar[str] = "EMA Crossover (short)"
+    description: ClassVar[str] = (
+        "Open a short when the fast EMA crosses below the slow EMA and cover when "
+        "it crosses back above. Demonstrates short trades; optional ATR stop."
+    )
+    default_params: ClassVar[dict] = {
+        "fast": 9,
+        "slow": 21,
+        "atr_period": 14,
+        "atr_stop_mult": 2.0,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "fast": "Fast EMA period",
+        "slow": "Slow EMA period",
+        "atr_period": "ATR lookback for the stop",
+        "atr_stop_mult": "Stop distance in ATRs (0 disables)",
+        "size": "Fraction of equity per short",
+    }
+    param_bounds: ClassVar[dict] = {
+        "fast": (2, 100),
+        "slow": (3, 300),
+        "atr_stop_mult": (0.0, 10.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        fast_period = int(self.params["fast"])
+        slow_period = int(self.params["slow"])
+        if len(ctx.closes) < slow_period + 2:
+            return
+
+        fast = ema(ctx.closes, fast_period)
+        slow = ema(ctx.closes, slow_period)
+        f_prev, f_now = fast[-2], fast[-1]
+        s_prev, s_now = slow[-2], slow[-1]
+        if None in (f_prev, f_now, s_prev, s_now):
+            return
+
+        crossed_down = f_prev >= s_prev and f_now < s_now
+        crossed_up = f_prev <= s_prev and f_now > s_now
+
+        if ctx.is_flat and crossed_down:
+            stop = None
+            mult = float(self.params["atr_stop_mult"])
+            if mult > 0:
+                atr_value = atr(ctx.candles, int(self.params["atr_period"]))[-1]
+                if atr_value:
+                    stop = ctx.price + mult * atr_value
+            ctx.enter_short(
+                size=float(self.params["size"]),
+                stop_loss=stop,
+                reason="EMA cross down",
+            )
+        elif ctx.side == PositionSide.SHORT and crossed_up:
+            ctx.close(reason="EMA cross up")