Build a rule-based system for commodity-style moves with Coinrule automation. Deploy entries, exits and hedges across Binance, Bybit, Kraken and OKX in minutes.
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If you want Commodities algo trading discipline without spreadsheets, Coinrule turns your plan into rules that run 24-7. Example: buy 2% when price drops 4% in 6 hours and RSI(1H) is below 30, then exit at +6% or after 48 hours. Connect Binance, Kraken or Bybit via API keys while the engine handles execution.
Instead of discretionary clicks, you define triggers that react to volatility and trend. Set an ATR-based breakout such as enter long when price closes above the 20-day high and ATR(14) expands 15%. Add a filter like ADX above 20 to avoid choppy ranges. The platform logs each decision so you can review what happened and why.
Traders often pair directional rules with protection. You can reduce exposure when BTC drops 3% in 1 hour, or when a stablecoin dominance proxy rises above a threshold. Use sizing like risk 0.5% per trade, cap total open risk at 3%, and pause new entries after three consecutive losses.
Risk-First Automation
Risk controls are part of the rule builder, not an afterthought. Add max daily loss, max trades per day, and cooldown timers like wait 90 minutes after an exit before re-entering. You can require confirmation, such as only trade when price is above MA200 on the 4H chart.
Multi-Venue Control
Run the same logic across multiple exchanges and compare fills and slippage in one dashboard. For perps, you can route to venues like Hyperliquid or OKX and keep separate risk limits per account. Alerts notify you when a rule is close to triggering so you can intervene if needed.
Volatility Breakout
Enters when price breaks the prior range high with rising ATR. Confirms with a 1H close. Exits on a trailing stop or when momentum fades.
Donchian Channel Turtle
Buys on a 20-period Donchian breakout and sells on a 10-period breakdown. Uses fixed risk per trade and an ATR stop. Built for trend persistence.
Mean Reversion with Z-Score
Fades extremes when Z-score exceeds +2 or -2 versus a moving average. Scales out as Z-score returns toward 0. Uses a time stop to avoid dead trades.
ATR Channel Breakout
Trades a channel built from an MA plus ATR bands. Enters on band breaks with a trend filter. Exits when price re-enters the channel or hits a stop.
ADX Trend Strength Filter
Allows entries only when ADX is above a threshold like 20. Pairs with MA direction to avoid sideways markets. Exits on ADX rollover or a trailing stop.
Volatility Breakout
Enters when price breaks the prior range high with rising ATR. Confirms with a 1H close. Exits on a trailing stop or when momentum fades.
Donchian Channel Turtle
Buys on a 20-period Donchian breakout and sells on a 10-period breakdown. Uses fixed risk per trade and an ATR stop. Built for trend persistence.
Mean Reversion with Z-Score
Fades extremes when Z-score exceeds +2 or -2 versus a moving average. Scales out as Z-score returns toward 0. Uses a time stop to avoid dead trades.
ATR Channel Breakout
Trades a channel built from an MA plus ATR bands. Enters on band breaks with a trend filter. Exits when price re-enters the channel or hits a stop.
ADX Trend Strength Filter
Allows entries only when ADX is above a threshold like 20. Pairs with MA direction to avoid sideways markets. Exits on ADX rollover or a trailing stop.
Stop Loss and Trailing Take Profit
Sets a hard stop like -2.5% and a trailing take profit that tightens after +5%. Works on spot or perps with sizing rules. Helps lock gains during spikes.
Supertrend Momentum
Enters when Supertrend flips bullish on 4H candles and volume confirms. Exits on the first bearish flip or a volatility stop. Built for sustained moves.
Grid Trading
Places staggered buys and sells inside a defined range. Uses wider spacing when volatility rises and pauses if price trends strongly. Best for mean-reverting phases.
Breakout + Retest
Waits for a breakout, then buys the retest of the level. Requires the retest to hold for 2 candles. Exits at a fixed R multiple or trailing stop.
Portfolio Rebalance
Rebalances allocations on a schedule like weekly or month-end. Uses drift bands, such as rebalance when an asset moves 5% from target. Keeps risk aligned over time.
Rather than coding a full stack, you assemble conditions, actions and safeguards in a visual builder. Example: if MA50 is above MA200 and price breaks the 55-day high, buy 1% and trail a stop at 2x ATR. Once live, clone the rule, adjust thresholds, and compare behavior across venues.
Fees and slippage can erase an edge, so execution settings matter. Use limit orders for entries, market orders for emergency exits, and time-in-force rules when supported. A simple Commodities algo trading workflow is to trade only when 1H volume is above its 20-period average and spreads stay tight. You can schedule rules to avoid thin hours if your market tends to gap.
After a few weeks, review logs to see which conditions drove results. Tighten entries by adding a second confirmation, or reduce churn by increasing cooldowns. One tweak is to require two consecutive closes above a breakout level before entering. Keep changes small and measurable so you can attribute improvements to specific edits.
Your funds stay on your exchange account while Coinrule connects via API permissions you control. Use read and trade permissions without withdrawal rights, and rotate keys on a schedule. For on-chain automation, smart accounts and session keys can limit what a strategy is allowed to do.
Go LiveFAQ
Lars H.
Priya K.
Michael R.
Giulia C.
Kenji M.
Valentina C.
When markets trend on macro news, breakout systems can outperform reactive trading. In range-bound periods, mean reversion rules with time stops can reduce churn. Many users run both, then allocate more to the approach that matches the current regime.
Set sizing in percentages so the system adapts as your account changes. For example, risk 0.5% per trade with a stop 2% away, which implies a 25% position size before leverage adjustments. Add a rule that reduces size by half after a 5% drawdown week.
Confirm API permissions, order types and minimum sizes on each venue. Validate that stop logic behaves correctly in both spot and perps. Run a paper version for several days to catch edge cases like gaps and partial fills. Start small and scale only after stable execution.
Set alerts for key events like a new position, a stop hit, or a daily loss limit reached. Use notifications to review context, not to override every trade. Check performance once per day and adjust rules weekly to avoid emotional tinkering.
Pick one template, define risk limits, and run it on a single market first. After you see stable behavior, clone it to additional pairs or venues and keep parameters aligned. Use tags and naming conventions so you can audit changes over time.
Start with a trend filter, one entry trigger and one exit, then add guardrails. Expand into multi-strategy portfolios once the basics are stable. Coinrule keeps systematic execution approachable without sacrificing control.
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