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).

backend/app/engine/strategies/base.py

@@ -15,6 +15,7 @@ from app.engine.indicators import (
     sma,
     supertrend,
     vwap,
+    williams_r,
 )
 from app.models import PositionSide
 from app.schemas import Candle, ParamSpec, StrategyOut
@@ -129,6 +130,9 @@ class StrategyContext:
     def vwap(self, period: int | None = None) -> float | None:
         return vwap(self._candles, period)[-1]
 
+    def williams_r(self, period: int = 14) -> float | None:
+        return williams_r(self._candles, period)[-1]
+
     def supertrend(
         self, period: int = 10, multiplier: float = 3.0
     ) -> tuple[float | None, bool | None]:

backend/app/engine/strategies/williams_r.py

@@ -0,0 +1,61 @@
+from __future__ import annotations
+
+from typing import ClassVar
+
+from app.engine.strategies.base import Strategy, StrategyContext, register
+from app.models import PositionSide
+
+
+@register
+class WilliamsR(Strategy):
+    """Williams %R mean reversion, long-only."""
+
+    key: ClassVar[str] = "williams_r"
+    name: ClassVar[str] = "Williams %R"
+    description: ClassVar[str] = (
+        "Enter long when Williams %R is oversold (at or below the oversold "
+        "level) and exit when it becomes overbought. Optional ATR stop."
+    )
+    default_params: ClassVar[dict] = {
+        "period": 14,
+        "oversold": -80.0,
+        "overbought": -20.0,
+        "atr_period": 14,
+        "atr_stop_mult": 2.0,
+        "size": 1.0,
+    }
+    param_help: ClassVar[dict] = {
+        "period": "Williams %R lookback",
+        "oversold": "Oversold level (e.g. -80)",
+        "overbought": "Overbought level (e.g. -20)",
+        "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, 100),
+        "oversold": (-100.0, -50.0),
+        "overbought": (-50.0, 0.0),
+        "atr_stop_mult": (0.0, 10.0),
+        "size": (0.01, 1.0),
+    }
+
+    def on_candle(self, ctx: StrategyContext) -> None:
+        value = ctx.williams_r(int(self.params["period"]))
+        if value is None:
+            return
+
+        if ctx.is_flat and value <= float(self.params["oversold"]):
+            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=f"Williams %R {value:.1f} oversold",
+            )
+        elif ctx.side == PositionSide.LONG and value >= float(self.params["overbought"]):
+            ctx.close(reason=f"Williams %R {value:.1f} overbought")