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/vwap_reversion.py

@@ -0,0 +1,63 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class VwapReversion(Strategy):
+    """Mean reversion around VWAP, long-only."""
+
+    key: ClassVar[str] = "vwap_reversion"
+    name: ClassVar[str] = "VWAP Reversion"
+    description: ClassVar[str] = (
+        "Open long when price falls this far below a rolling VWAP and exit when "
+        "it returns to VWAP. Optional ATR stop."
+    )
+    default_params: ClassVar[dict] = {
+        "period": 20,
+        "deviation_pct": 0.005,
+        "atr_period": 14,
+        "atr_stop_mult": 2.0,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "period": "Rolling VWAP window in bars",
+        "deviation_pct": "Entry distance below VWAP (0.005 = 0.5%)",
+        "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] = {
+        "period": (2, 200),
+        "deviation_pct": (0.0, 0.2),
+        "atr_stop_mult": (0.0, 10.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        period = int(self.params["period"])
+        if len(ctx.candles) < period + 1:
+            return
+        reference = ctx.vwap(period)
+        if reference is None or reference <= 0:
+            return
+
+        threshold = reference * (1 - float(self.params["deviation_pct"]))
+
+        if ctx.is_flat and ctx.price < threshold:
+            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="price below VWAP band",
+            )
+        elif ctx.side == PositionSide.LONG and ctx.price >= reference:
+            ctx.close(reason="price returned to VWAP")