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/go/strategy_macd_adx/main.go

@@ -1,16 +1,28 @@
-// Trend follower: enter long on a MACD histogram cross up, but only when ADX(14) > 20
-// confirms a trend; exit when the histogram crosses back below zero.
+// Strategy example: MACD crossover with ADX trend-strength filter.
+//
+// Enters long on a MACD histogram cross up (the histogram turns positive) while
+// ADX(14) > 20 (a directional market); exits on the opposite MACD crossover
+// regardless of ADX. 0.1% fees per trade. The Go counterpart of
+// examples/python/strategy_macd_adx.py and the Rust strategy_macd_adx.rs,
+// printing the same summary.
+//
+// Uses the checked-in examples/data/btcusdt-1h.csv dataset (pass a CSV path to
+// override).
 package main
 
 import (
 	"log"
-	"math"
 	"os"
 
 	wickra "github.com/wickra-lib/wickra/bindings/go"
 	"github.com/wickra-lib/wickra/examples/go/internal/market"
 )
 
+const (
+	fee      = 0.001
+	adxFloor = 20.0
+)
+
 func main() {
 	bars := loadBars()
 
@@ -19,32 +31,55 @@ func main() {
 	adx, _ := wickra.NewAdx(14)
 	defer adx.Close()
 
-	var returns []float64
-	trades := 0
 	inPosition := false
-	entry := 0.0
-	prevHistogram := math.NaN()
+	entryPrice := 0.0
+	var closedTrades []float64
+	equity := 1.0
+	var equityCurve []float64
+	havePrev := false
+	prevSign := false
 
 	for _, b := range bars {
 		m, okMacd := macd.Update(b.Close)
 		a, okAdx := adx.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
+		price := b.Close
+		mtm := equity
+		if inPosition {
+			mtm = equity * (price / entryPrice)
+		}
+		equityCurve = append(equityCurve, mtm)
+
 		if !okMacd || !okAdx {
 			continue
 		}
 
-		trending := a.Adx > 20.0
-		if !inPosition && trending && !math.IsNaN(prevHistogram) && prevHistogram <= 0.0 && m.Histogram > 0.0 {
+		histSign := m.Histogram > 0.0
+		crossUp := havePrev && !prevSign && histSign
+		crossDown := havePrev && prevSign && !histSign
+		havePrev = true
+		prevSign = histSign
+
+		if !inPosition && crossUp && a.Adx > adxFloor {
+			entryPrice = price
+			equity *= 1.0 - fee
 			inPosition = true
-			entry = b.Close
-			trades++
-		} else if inPosition && m.Histogram < 0.0 {
-			returns = append(returns, (b.Close-entry)/entry)
+		} else if inPosition && crossDown {
+			tradeRet := price/entryPrice - 1.0
+			closedTrades = append(closedTrades, tradeRet)
+			equity *= (1.0 + tradeRet) * (1.0 - fee)
 			inPosition = false
 		}
-		prevHistogram = m.Histogram
 	}
 
-	market.Print("MACD + ADX trend", market.Summarize(returns, trades, 252.0))
+	if inPosition {
+		lastPrice := bars[len(bars)-1].Close
+		tradeRet := lastPrice/entryPrice - 1.0
+		closedTrades = append(closedTrades, tradeRet)
+		equity *= (1.0 + tradeRet) * (1.0 - fee)
+	}
+
+	market.PrintSummary("MACD + ADX Trend Filter (1h, BTCUSDT)",
+		bars[0].Close, bars[len(bars)-1].Close, len(bars), closedTrades, equity, equityCurve)
 }
 
 func loadBars() []market.Bar {
@@ -55,5 +90,5 @@ func loadBars() []market.Bar {
 		}
 		return bars
 	}
-	return market.SyntheticCandles(2000)
+	return market.BundledCandles("btcusdt-1h.csv")
 }