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]: