feat: add triple-Supertrend consensus flip as strategy family 7

Adds awareness of the multi-Supertrend any_of flip pattern (based on
the reference strategy at swym/assets/reference/supertrend-triple.json,
itself a DSL port of the popular TradingView triple-Supertrend script).

- prompts.rs: add strategy family 7 (Supertrend consensus flip) with
  guidance on any_of vs all_of, period/multiplier tuning, and the
  always-in-market / reverse-as-stop-loss trade-off
- prompts.rs: add risk management exception for always-in-market flip
  strategies (reverse: true means the opposite signal is the stop)
- prompts.rs: add Example 7 — correctly gated 2-rule triple-Supertrend
  flip with position state guards to prevent unintended scale-ins

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/prompts.rs

@@ -163,6 +163,13 @@ Use higher timeframes as trend filters, lower timeframes for entry precision.
 6. **Composite / hybrid**: Combine families. Trend filter + mean-reversion entry.
    Momentum confirmation + volatility sizing.
 
+7. **Supertrend consensus flip (futures only)**: Use `any_of` across multiple
+   Supertrend configs (e.g. period=7/mul=1.5, period=10/mul=2.0, period=20/mul=3.0)
+   so that ANY flip triggers a long or short entry. Combine with `"reverse": true`
+   for an always-in-market approach where the opposite signal is the stop-loss.
+   Varying multiplier tightens/loosens the band; varying period controls sensitivity.
+   Risk: choppy markets generate many whipsaws — best on daily or 4h.
+
 ## Risk management (always include)
 
 Every strategy MUST have:
@@ -170,6 +177,10 @@ Every strategy MUST have:
 - A time-based exit: use bars_since_entry to avoid holding losers indefinitely
 - Reasonable position sizing: prefer ATR-based or percent-of-balance over fixed quantity
 
+Exception: always-in-market flip strategies (using `"reverse": true`) do not need an
+explicit stop-loss or time exit — the opposite signal acts as the stop. These are
+only valid on futures. See Example 6 and Example 7.
+
 {output_instructions}
 
 ## Interpreting backtest results
@@ -626,7 +637,76 @@ Key flip-strategy notes:
 - Gate each rule on `flat OR opposite` (using `any_of`) so it fires both on initial entry and on flip
 - `reverse: true` handles the flip math automatically — no need to size for `position_qty + new_qty`
 - This pattern works best for trend-following where you want continuous market exposure
-- Still add a time-based or ATR stop if you want a safety exit when the trend stalls"##;
+- Still add a time-based or ATR stop if you want a safety exit when the trend stalls
+
+### Example 7 — Futures triple-Supertrend consensus flip
+
+Multiple Supertrend instances with different period/multiplier combos act as a tiered
+signal. `any_of` fires on the FIRST flip — the fastest line (7/1.5) reacts quickly,
+the slowest (20/3.0) confirms strong trends. `reverse: true` makes it always-in-market:
+the opposite signal is the stop-loss. No explicit stop or time exit needed.
+
+Varying parameters to tune:
+- Tighter multipliers (1.0–2.0) → more signals, more whipsaws
+- Looser multipliers (2.5–4.0) → fewer signals, longer holds
+- Try `all_of` instead of `any_of` to require consensus across all three (stronger filter)
+
+```json
+{{
+  "type": "rule_based",
+  "candle_interval": "4h",
+  "rules": [
+    {{
+      "comment": "LONG (or flip short→long): any Supertrend flips bullish",
+      "when": {{
+        "kind": "all_of",
+        "conditions": [
+          {{"kind": "any_of", "conditions": [
+            {{"kind": "position", "state": "flat"}},
+            {{"kind": "position", "state": "short"}}
+          ]}},
+          {{
+            "kind": "any_of",
+            "conditions": [
+              {{"kind": "cross_over", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 7,  "multiplier": "1.5"}}}},
+              {{"kind": "cross_over", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 10, "multiplier": "2.0"}}}},
+              {{"kind": "cross_over", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 20, "multiplier": "3.0"}}}}
+            ]
+          }}
+        ]
+      }},
+      "then": {{"side": "buy", "quantity": {{"method": "percent_of_balance", "percent": "5", "asset": "usdc"}}, "reverse": true}}
+    }},
+    {{
+      "comment": "SHORT (or flip long→short): any Supertrend flips bearish",
+      "when": {{
+        "kind": "all_of",
+        "conditions": [
+          {{"kind": "any_of", "conditions": [
+            {{"kind": "position", "state": "flat"}},
+            {{"kind": "position", "state": "long"}}
+          ]}},
+          {{
+            "kind": "any_of",
+            "conditions": [
+              {{"kind": "cross_under", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 7,  "multiplier": "1.5"}}}},
+              {{"kind": "cross_under", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 10, "multiplier": "2.0"}}}},
+              {{"kind": "cross_under", "left": {{"kind": "field", "field": "close"}}, "right": {{"kind": "func", "name": "supertrend", "period": 20, "multiplier": "3.0"}}}}
+            ]
+          }}
+        ]
+      }},
+      "then": {{"side": "sell", "quantity": {{"method": "percent_of_balance", "percent": "5", "asset": "usdc"}}, "reverse": true}}
+    }}
+  ]
+}}
+```
+
+Key Supertrend-specific notes:
+- `supertrend` ignores `field` — it uses OHLC internally; omit the `field` param
+- `multiplier` controls band width: lower = tighter, more reactive; higher = wider, more stable
+- `any_of` → first flip triggers (responsive); `all_of` → all three must agree (conservative)
+- Gate on position state to prevent re-entries scaling into an existing position"##;
 
 /// Build the user message for the first iteration (no prior results).
 /// `prior_summary` contains a formatted summary of results from previous runs, if any.