examples: fix and harmonize the strategy backtests across all languages (#324)

The strategy_* examples were only syntax-smoked in CI, never run, which hid two
classes of problem:

1. Python strategy_macd_adx / strategy_bollinger_squeeze passed three separate
   arguments to the candle indicators ADX/ATR, whose .update() takes a single
   candle — a TypeError at runtime — and read the ADX tuple at index 0 (plus_di)
   instead of 2 (adx). Both fixed.

2. The Go / C# / R / Java strategies defaulted to synthetic data and used a
   different (annualised) one-line summary, so they printed wildly different
   numbers from the Rust/Python/Node/C/WASM suite. Rewrite them to the shared
   per-trade backtest (load the bundled BTCUSDT CSV by default, same entry/exit
   logic, same print_summary output).

All nine runnable bindings now print byte-identical backtest summaries on the
same data (MACD+ADX 246 trades / -47.19%, RSI 37 / -17.84%, Bollinger 1 / -7.82%),
verified by diffing each language's output against the Python reference. WASM
shares the same logic and bundled dataset (browser-rendered).

examples/csharp/_common/MarketData.cs

@@ -58,4 +58,15 @@ public static class MarketData
 
         return bars;
     }
+
+    /// <summary>
+    /// Loads one of the checked-in datasets under examples/data, resolved
+    /// relative to this source file so it works from any working directory.
+    /// </summary>
+    public static Bar[] BundledCandles(string filename,
+        [System.Runtime.CompilerServices.CallerFilePath] string self = "")
+    {
+        var dir = Path.GetDirectoryName(self)!;
+        return LoadOhlcvCsv(Path.Combine(dir, "..", "..", "data", filename));
+    }
 }