Have you spoken to your GP or specialist about why the hair loss may be happening, if it's medical relates, from the steroids or the reason you are taking the steroids? The reason why might help when looking at solutions.
I was put on a drug some years ago for Rheumatoid Arthritis, as well as steroids on and off, and had some hair loss from that and had to stop taking it.
I was advised that due to the way that the drug caused the hair loss that I should stay away from things like the caffeine type of shampoos that I was looking at, thankfully having checked with a pharmacist first. She said they would have made things worse.
I came off that drug. My hair has always been quite fine but it's very different to how it was, years of immunosuppressants haven't helped but I need them more than nice hair. I'd check medically and go and see a good hairdresser who may be able to advise you on the best type of cut for it.
If not, as others have suggested, if it is getting you down then look at a wig. I had a look when I was getting really worried about how much hair I was losing and there are some brilliant ones out there.