Regime-Switching Scalper
Multi-asset scalper with runtime market regime detection (testnet)
Media & Demos
Regime-Switching Scalper — Demo (testnet)
Trading Dashboard — Live Market Prices
Trading Dashboard — Strategy Allocation
Role
Developer
Period
2026
Category
trading
Overview
A multi-asset scalper that detects the market regime at runtime and switches to the specialist configuration chosen for that regime. It runs on Binance testnet, with no real money, and is collecting a baseline before any decision about live capital. It reads direct Binance WebSocket streams instead of CCXT and buffers klines instead of polling REST. Configurations were chosen with walk-forward validation on historical data; the figures are self-reported.
Key Highlights
- Runtime regime detection (Trending / Ranging / Volatile) per asset per tick
- Direct Binance API WebSocket streams — CCXT eliminated for lower overhead
- Lower latency from direct exchange connectivity (self-reported measurement)
- WebSocket kline buffer replaces REST polling (cycle time 7,215 ms to 691 ms, self-reported)
- Specialist config per regime, selected with walk-forward validation on historical data
- Runs continuously on testnet across multiple assets; no real money
- Distributed walk-forward backtest on a Ray cluster across three cloud VMs
Tech Stack
Links
What I Learned
The main insight was that no single parameter set suits every market regime. Classifying the market state at runtime and switching configs avoids the fragility of one over-fitted static setup. Walk-forward validation was non-negotiable: in-sample performance means little without out-of-sample confirmation. Out-of-sample results on historical data are not evidence of future profit.