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/strategy_bollinger_squeeze/Program.cs

@@ -1,46 +1,91 @@
 using Wickra;
 using Wickra.Examples;
 
-// Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above the
-// upper band, go long with an ATR(14) trailing stop.
-var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(2000);
+// Strategy example: Bollinger-squeeze breakout with an ATR(14) trailing stop.
+//
+// Enters long when Bollinger bandwidth makes a new SqueezeLookback low (a
+// volatility squeeze) and price closes above the upper band; exits on an ATR(14)
+// trailing stop or when the upper band falls back below the entry. 0.1% fees per
+// trade. The C# counterpart of examples/python/strategy_bollinger_squeeze.py,
+// printing the same summary. Uses the checked-in examples/data/btcusdt-1d.csv
+// dataset (pass a CSV path to override).
+const double Fee = 0.001;
+const double AtrStopMult = 2.0;
+const int SqueezeLookback = 180;
+
+var bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.BundledCandles("btcusdt-1d.csv");
 
 using var bollinger = new BollingerBands(20, 2.0);
 using var atr = new Atr(14);
 
-var returns = new List<double>();
-var trades = 0;
 var inPosition = false;
-var entry = 0.0;
-var stop = 0.0;
+var entryPrice = 0.0;
+var stopLevel = 0.0;
+var closedTrades = new List<double>();
+var equity = 1.0;
+var equityCurve = new List<double>();
+var bwWindow = new Queue<double>();
 
 foreach (var b in bars)
 {
     var bands = bollinger.Update(b.Close);
     var atrValue = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
+    var price = b.Close;
+    equityCurve.Add(inPosition ? equity * (price / entryPrice) : equity);
+
     if (bands is not { } band || !double.IsFinite(atrValue))
     {
         continue;
     }
 
-    var bandwidth = band.Middle != 0.0 ? (band.Upper - band.Lower) / band.Middle : double.MaxValue;
-
-    if (!inPosition && bandwidth < 0.06 && b.Close > band.Upper)
+    if (Math.Abs(band.Middle) <= 1e-12)
     {
-        inPosition = true;
-        entry = b.Close;
-        stop = b.Close - 2.0 * atrValue;
-        trades++;
+        continue;
     }
-    else if (inPosition)
+
+    var bandwidth = (band.Upper - band.Lower) / band.Middle;
+    bwWindow.Enqueue(bandwidth);
+    if (bwWindow.Count > SqueezeLookback)
     {
-        stop = Math.Max(stop, b.Close - 2.0 * atrValue); // trail the stop up
-        if (b.Close < stop)
+        bwWindow.Dequeue();
+    }
+
+    if (bwWindow.Count < SqueezeLookback)
+    {
+        continue;
+    }
+
+    var minBw = bwWindow.Min();
+
+    if (inPosition)
+    {
+        if (price < stopLevel || band.Upper < entryPrice)
         {
-            returns.Add((b.Close - entry) / entry);
+            var tradeRet = price / entryPrice - 1.0;
+            closedTrades.Add(tradeRet);
+            equity *= (1.0 + tradeRet) * (1.0 - Fee);
             inPosition = false;
         }
     }
+    else
+    {
+        var isNewLow = Math.Abs(bandwidth - minBw) < 1e-12;
+        if (isNewLow && price > band.Upper)
+        {
+            entryPrice = price;
+            stopLevel = price - AtrStopMult * atrValue;
+            equity *= 1.0 - Fee;
+            inPosition = true;
+        }
+    }
 }
 
-Backtest.Print("Bollinger squeeze", Backtest.Summarize(returns, trades));
+if (inPosition)
+{
+    var tradeRet = bars[^1].Close / entryPrice - 1.0;
+    closedTrades.Add(tradeRet);
+    equity *= (1.0 + tradeRet) * (1.0 - Fee);
+}
+
+Backtest.PrintSummary("Bollinger Squeeze Breakout (1d, BTCUSDT)",
+    bars[0].Close, bars[^1].Close, bars.Length, closedTrades, equity, equityCurve);