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/r/strategy_bollinger_squeeze.R

@@ -1,24 +1,69 @@
-# Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above
-# the upper band, go long with an ATR(14) trailing stop.
-library(wickra)
+# Strategy example: Bollinger-squeeze breakout with an ATR(14) trailing stop.
+#
+# Enters long when Bollinger bandwidth makes a new SQUEEZE_LOOKBACK 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 R 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).
+suppressPackageStartupMessages(library(wickra))
 source("_common.R")
 
+FEE <- 0.001
+ATR_STOP_MULT <- 2.0
+SQUEEZE_LOOKBACK <- 180
+
 args <- commandArgs(trailingOnly = TRUE)
-bars <- if (length(args) >= 1) load_ohlcv_csv(args[1]) else synthetic_candles(2000)
+bars <- if (length(args) >= 1) load_ohlcv_csv(args[1]) else bundled_candles("btcusdt-1d.csv")
+
+opens <- bars$open; highs <- bars$high; lows <- bars$low
+closes <- bars$close; vols <- bars$volume; ts <- bars$timestamp
+n_bars <- length(closes)
 
 bb <- BollingerBands(20, 2.0); atr <- Atr(14)
-returns <- numeric(0); trades <- 0L; in_pos <- FALSE; entry <- 0; stop <- 0
-for (i in seq_len(nrow(bars))) {
-  b <- bars[i, ]
-  band <- update(bb, b$close)
-  atr_value <- update(atr, b$open, b$high, b$low, b$close, b$volume, b$timestamp)
+in_pos <- FALSE; entry_price <- 0; stop_level <- 0
+closed <- numeric(0); equity <- 1; equity_curve <- numeric(n_bars)
+bw_window <- numeric(0)
+
+for (i in seq_len(n_bars)) {
+  band <- update(bb, closes[i])
+  atr_value <- update(atr, opens[i], highs[i], lows[i], closes[i], vols[i], ts[i])
+  price <- closes[i]
+  equity_curve[i] <- if (in_pos) equity * (price / entry_price) else equity
   if (is.na(band[["middle"]]) || !is.finite(atr_value)) next
-  bandwidth <- if (band[["middle"]] != 0) (band[["upper"]] - band[["lower"]]) / band[["middle"]] else .Machine$double.xmax
-  if (!in_pos && bandwidth < 0.06 && b$close > band[["upper"]]) {
-    in_pos <- TRUE; entry <- b$close; stop <- b$close - 2 * atr_value; trades <- trades + 1L
-  } else if (in_pos) {
-    stop <- max(stop, b$close - 2 * atr_value)
-    if (b$close < stop) { returns <- c(returns, (b$close - entry) / entry); in_pos <- FALSE }
+
+  middle <- band[["middle"]]
+  if (abs(middle) <= 1e-12) next
+  upper <- band[["upper"]]; lower <- band[["lower"]]
+  bandwidth <- (upper - lower) / middle
+  bw_window <- c(bw_window, bandwidth)
+  if (length(bw_window) > SQUEEZE_LOOKBACK) {
+    bw_window <- bw_window[(length(bw_window) - SQUEEZE_LOOKBACK + 1):length(bw_window)]
+  }
+  if (length(bw_window) < SQUEEZE_LOOKBACK) next
+  min_bw <- min(bw_window)
+
+  if (in_pos) {
+    if (price < stop_level || upper < entry_price) {
+      trade_ret <- price / entry_price - 1
+      closed <- c(closed, trade_ret)
+      equity <- equity * (1 + trade_ret) * (1 - FEE)
+      in_pos <- FALSE
+    }
+  } else {
+    is_new_low <- abs(bandwidth - min_bw) < 1e-12
+    if (is_new_low && price > upper) {
+      entry_price <- price; stop_level <- price - ATR_STOP_MULT * atr_value
+      equity <- equity * (1 - FEE); in_pos <- TRUE
+    }
   }
 }
-print_equity("Bollinger squeeze", summarize_equity(returns, trades))
+
+if (in_pos) {
+  trade_ret <- closes[n_bars] / entry_price - 1
+  closed <- c(closed, trade_ret)
+  equity <- equity * (1 + trade_ret) * (1 - FEE)
+}
+
+print_summary("Bollinger Squeeze Breakout (1d, BTCUSDT)",
+              closes[1], closes[n_bars], n_bars, closed, equity, equity_curve)