Add the Williams %R strategy

New williams_r indicator (in [-100, 0]) exposed as ctx.williams_r(period), and a
long-only mean-reversion strategy: enter when %R is at/below the oversold level,
exit when it reaches the overbought level, with an optional ATR stop. 11
strategies total. Adds indicator and strategy tests; smoke-tested on live
BTC/USDT 5m (backtest + parameter sweep).
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matitos committed 2026-09-26 18:44:00 +00:00
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@@ -208,7 +208,8 @@ template and the `StrategyContext` API.
Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
`bollinger_reversion`, `donchian_breakout`, `momentum`, `rsi_reversion`,
`supertrend`, `vwap_reversion`, `ema_cross_short` (short-side example).
`supertrend`, `vwap_reversion`, `ema_cross_short` (short-side example),
`williams_r`.
## API