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/dsl-schema.json

@@ -74,6 +74,11 @@
             { "$ref": "#/definitions/SizingFixedUnits" },
             { "$ref": "#/definitions/Expr" }
           ]
+        },
+        "reverse": {
+          "type": "boolean",
+          "default": false,
+          "description": "Flip-through-zero flag (futures only). When true and an opposite position is currently open, the submitted order quantity becomes position_qty + configured_qty, closing the existing position and immediately opening a new one in the opposite direction in a single order. When flat the flag has no effect and configured_qty is used as normal. Omit or set false for standard close-only behaviour."
         }
       }
     },

src/prompts.rs

@@ -121,6 +121,24 @@ CRITICAL — the `"method"` vs `"kind"` distinction:
   `multiplier` field. Only `amount` is accepted alongside `method`.
 - NEVER add extra fields to SizingMethod objects — they use `additionalProperties: false`.
 
+### Reverse / flip-through-zero (futures only)
+
+Setting `"reverse": true` on a rule action enables a single-order position flip on futures.
+When an opposite position is open, quantity = `position_qty + configured_qty`, which closes
+the existing position and opens a new one in the opposite direction in one order (fees split
+proportionally). When flat the flag has no effect — `configured_qty` is used normally.
+
+This lets you collapse a 4-rule long+short strategy (separate open/close for each leg) into
+2 rules, reducing round-trip fees and keeping logic compact:
+
+```json
+{{"side": "sell", "quantity": {{"method": "percent_of_balance", "percent": "10", "asset": "usdc"}}, "reverse": true}}
+```
+
+Use `reverse` when you always want to be in a position — the signal flips you from long to
+short (or vice versa) rather than first exiting and then re-entering separately. Do NOT use
+`reverse` on spot markets (short selling is not supported there).
+
 ### Multi-timeframe
 Any expression can reference a different timeframe via "timeframe" field.
 Use higher timeframes as trend filters, lower timeframes for entry precision.
@@ -145,6 +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:
@@ -152,6 +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
@@ -557,7 +586,127 @@ Key short-specific notes:
 - Stop-loss for short = close > entry_price * (1 + stop_pct), e.g. `* 1.02` for 2% stop
 - Take-profit for short = close < entry_price * (1 - target_pct), e.g. `* 0.97` for 3% target
 - Short exit uses `"side": "buy"` with `{"kind": "position_quantity"}` (same as long exit uses sell)
-- `percent_of_balance` for short entry uses `"usdc"` as the asset (the collateral currency)"##;
+- `percent_of_balance` for short entry uses `"usdc"` as the asset (the collateral currency)
+
+### Example 6 — Futures flip-through-zero: 2-rule EMA trend-follower using `reverse`
+
+When you always want to be in a position (long during uptrends, short during downtrends),
+use `"reverse": true` to flip from one side to the other in a single order. This uses half
+the round-trip fee count compared to a 4-rule separate-entry/exit approach.
+
+```json
+{
+  "type": "rule_based",
+  "candle_interval": "4h",
+  "rules": [
+    {
+      "comment": "Go long (or flip short→long): EMA9 crosses above EMA21 while above EMA50",
+      "when": {
+        "kind": "all_of",
+        "conditions": [
+          {"kind": "any_of", "conditions": [
+            {"kind": "position", "state": "flat"},
+            {"kind": "position", "state": "short"}
+          ]},
+          {"kind": "ema_crossover", "fast_period": 9, "slow_period": 21, "direction": "above"},
+          {"kind": "ema_trend", "period": 50, "direction": "above"}
+        ]
+      },
+      "then": {"side": "buy", "quantity": {"method": "percent_of_balance", "percent": "10", "asset": "usdc"}, "reverse": true}
+    },
+    {
+      "comment": "Go short (or flip long→short): EMA9 crosses below EMA21 while below EMA50",
+      "when": {
+        "kind": "all_of",
+        "conditions": [
+          {"kind": "any_of", "conditions": [
+            {"kind": "position", "state": "flat"},
+            {"kind": "position", "state": "long"}
+          ]},
+          {"kind": "ema_crossover", "fast_period": 9, "slow_period": 21, "direction": "below"},
+          {"kind": "ema_trend", "period": 50, "direction": "below"}
+        ]
+      },
+      "then": {"side": "sell", "quantity": {"method": "percent_of_balance", "percent": "10", "asset": "usdc"}, "reverse": true}
+    }
+  ]
+}
+```
+
+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
+
+### 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.