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/supertrend.py

@@ -0,0 +1,63 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.indicators import supertrend as supertrend_series
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class Supertrend(Strategy):
+    """Trend following on the Supertrend indicator, long or short."""
+
+    key: ClassVar[str] = "supertrend"
+    name: ClassVar[str] = "Supertrend"
+    description: ClassVar[str] = (
+        "Go long when Supertrend flips to an uptrend and short when it flips to "
+        "a downtrend. Uses the Supertrend line as a stop."
+    )
+    default_params: ClassVar[dict] = {
+        "period": 10,
+        "multiplier": 3.0,
+        "allow_shorts": False,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "period": "ATR period for the Supertrend bands",
+        "multiplier": "ATR multiplier (band width)",
+        "allow_shorts": "Also take short trades in downtrends",
+        "size": "Fraction of equity per trade",
+    }
+    param_bounds: ClassVar[dict] = {
+        "period": (2, 100),
+        "multiplier": (0.5, 10.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        period = int(self.params["period"])
+        multiplier = float(self.params["multiplier"])
+        if len(ctx.candles) < period + 2:
+            return
+
+        line_series, up_series = supertrend_series(ctx.candles, period, multiplier)
+        line, up = line_series[-1], up_series[-1]
+        prev_up = up_series[-2]
+        if line is None or up is None or prev_up is None:
+            return
+
+        allow_shorts = bool(self.params.get("allow_shorts", False))
+        size = float(self.params["size"])
+
+        if ctx.side == PositionSide.LONG and not up:
+            ctx.close(reason="Supertrend turned down")
+            return
+        if ctx.side == PositionSide.SHORT and up:
+            ctx.close(reason="Supertrend turned up")
+            return
+
+        if ctx.is_flat and up and not prev_up:
+            ctx.enter_long(size=size, stop_loss=line, reason="Supertrend flipped up")
+        elif ctx.is_flat and allow_shorts and not up and prev_up:
+            ctx.enter_short(size=size, stop_loss=line, reason="Supertrend flipped down")