Adaptive Trend-Following Strategy in Crypto: From Classic Signals to Real-Time Execution
Blending SMA, RSI, ATR, and dynamic sizing to build a live-executed BTC/USDT strategy with WebSockets, buffer logic, and real-time performance metrics.
TL;DR: This post continues our journey into a crypto world, now with trend-following strategy, blending classic principles with modern dynamic sizing. We’ll design a strategy that adapts to signal strength, volatility, and momentum, implemented in Python with real-time WebSocket data. Running on 1-second updates over a 5–10 minute simulation, it compute…