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_macd_adx.R

@@ -1,24 +1,54 @@
-# 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.
-library(wickra)
+# 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 R counterpart of
+# examples/python/strategy_macd_adx.py, printing the same summary. Uses the
+# checked-in examples/data/btcusdt-1h.csv dataset (pass a CSV path to override).
+suppressPackageStartupMessages(library(wickra))
 source("_common.R")
 
+FEE <- 0.001
+ADX_FLOOR <- 20
+
 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-1h.csv")
+
+opens <- bars$open; highs <- bars$high; lows <- bars$low
+closes <- bars$close; vols <- bars$volume; ts <- bars$timestamp
+n_bars <- length(closes)
 
 macd <- MacdIndicator(12, 26, 9); adx <- Adx(14)
-returns <- numeric(0); trades <- 0L; in_pos <- FALSE; entry <- 0; prev_hist <- NA_real_
-for (i in seq_len(nrow(bars))) {
-  b <- bars[i, ]
-  m <- update(macd, b$close)
-  a <- update(adx, b$open, b$high, b$low, b$close, b$volume, b$timestamp)
+in_pos <- FALSE; entry_price <- 0; closed <- numeric(0); equity <- 1
+equity_curve <- numeric(n_bars); have_prev <- FALSE; prev_sign <- FALSE
+
+for (i in seq_len(n_bars)) {
+  m <- update(macd, closes[i])
+  a <- update(adx, opens[i], highs[i], lows[i], closes[i], vols[i], ts[i])
+  price <- closes[i]
+  equity_curve[i] <- if (in_pos) equity * (price / entry_price) else equity
   if (is.na(m[["macd"]]) || is.na(a[["adx"]])) next
-  trending <- a[["adx"]] > 20
-  if (!in_pos && trending && is.finite(prev_hist) && prev_hist <= 0 && m[["histogram"]] > 0) {
-    in_pos <- TRUE; entry <- b$close; trades <- trades + 1L
-  } else if (in_pos && m[["histogram"]] < 0) {
-    returns <- c(returns, (b$close - entry) / entry); in_pos <- FALSE
+
+  hist_sign <- m[["histogram"]] > 0
+  cross_up <- have_prev && !prev_sign && hist_sign
+  cross_down <- have_prev && prev_sign && !hist_sign
+  have_prev <- TRUE; prev_sign <- hist_sign
+
+  if (!in_pos && cross_up && a[["adx"]] > ADX_FLOOR) {
+    entry_price <- price; equity <- equity * (1 - FEE); in_pos <- TRUE
+  } else if (in_pos && cross_down) {
+    trade_ret <- price / entry_price - 1
+    closed <- c(closed, trade_ret)
+    equity <- equity * (1 + trade_ret) * (1 - FEE)
+    in_pos <- FALSE
   }
-  prev_hist <- m[["histogram"]]
 }
-print_equity("MACD + ADX trend", 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("MACD + ADX Trend Filter (1h, BTCUSDT)",
+              closes[1], closes[n_bars], n_bars, closed, equity, equity_curve)