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The Trading Bot Blog

Strategy walkthroughs, Python deep-dives, risk frameworks, and infrastructure patterns from practitioners building real bots.

FeaturedT2strategy

Building an RSI Divergence Bot from Scratch

RSI divergence is one of the most reliable reversal signals in technical analysis. In this deep-dive we walk through identifying divergence programmatically, filtering false signals, and wiring it into a live trading loop.

12 min readFeb 28, 2026

RSIPythonStrategy Design

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T1risk

Position Sizing with the Kelly Criterion

The Kelly Criterion is mathematically optimal for long-run capital growth — but it will also blow up your account if you apply it naively. Here's how to use a fractional Kelly approach safely.

Risk ManagementMathPosition Sizing

8 minFeb 24, 2026

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T2python

Using CCXT as Your Exchange Unification Layer

Managing connections to five different exchanges is a nightmare without abstraction. CCXT solves this — here's how to structure a clean wrapper that handles rate limits, retries, and unified order schemas.

CCXTExchange APIsPython

10 minFeb 20, 2026

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T2strategy

The 7 Overfitting Traps in Backtesting (and How to Avoid Them)

A backtest that looks amazing almost always has overfitting problems. We break down the seven most common traps — from look-ahead bias to excessive parameter tuning — with concrete fixes for each.

BacktestingStrategy DesignStatistics

14 minFeb 17, 2026

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T3defi

Writing a Uniswap v3 Liquidity Provision Bot

Concentrated liquidity on Uniswap v3 creates real yield opportunities — but managing range rebalancing on-chain requires precise gas estimation and timing logic. Here's the full implementation.

Using Redis to Cache Open Orders in a Live Trading Bot

REST polling for open orders is slow and burns API rate limits. Redis gives you a sub-millisecond in-memory cache layer with atomic updates — here's the exact architecture we use in production.

RedisInfrastructurePerformance

9 minFeb 8, 2026

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T1market analysis

Crypto Market Microstructure 101

Before you write a single line of strategy code, you need to understand how crypto orderbooks actually work — maker/taker dynamics, fee structures, and why the bid-ask spread is your first cost of doing business.

Market StructureOrderbookFundamentals

7 minFeb 3, 2026

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T2python

Vectorized Backtesting with Pandas: 100x Faster Than Loops

Row-by-row loops in backtesting are an anti-pattern that will have you waiting 30 minutes for a 1-year backtest. Vectorized operations across DataFrames give you the same results in under 20 seconds.

PandasPythonPerformance

11 minJan 29, 2026

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