Run cross-exchange automation with Coinrule to manage entries, exits and hedges across multiple venues from one builder, with logs, alerts and risk limits.
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Exchanges Supported
Instead of duplicating setups per exchange, Cross exchange bots on Coinrule let you define one playbook and deploy it across Binance, Kraken, Coinbase and Bybit. You choose pairs, sizing and safeguards once, then the engine executes consistently. Example: buy 2% of balance if price drops 5% in 4 hours, then set a 3% stop loss and a 6% take profit. You can pause, clone or schedule rules without moving funds, since connections use exchange API keys.
Traders connect each venue, map the same asset across accounts, and choose whether orders should mirror or split. The engine checks conditions on your timeframe, then routes orders to the right account with the same logic. You can set separate risk caps per venue, like max 10% allocation on one exchange and 25% on another. Detailed logs show every trigger, order attempt and fill so you can audit behavior quickly.
When spreads widen or liquidity shifts, you can run different legs with shared guardrails. A common setup is spot accumulation on one venue while a perp hedge runs elsewhere to reduce directional exposure. Another is rotating between stablecoin pairs when volatility rises, using a volatility filter to pause new entries. Templates help you start fast, then you can customize conditions, cooldowns and position sizing to match your style.
Multi-exchange risk controls
Risk rules apply at both the strategy and account level. Set a daily loss limit like 2% and auto-disable the rule if it hits, even if multiple venues are connected. Add a time stop, such as closing any position still open after 48 hours. You can also require confirmation signals, like RSI below 30 on 1-hour candles plus price below the lower Bollinger Band, before any order is sent.
Operational clarity
Coinrule keeps a single dashboard for performance, open positions and alerts, so you do not chase tabs across exchanges. Notifications can fire on triggers, fills, errors and drawdowns, helping you react quickly. You can test changes by cloning a rule and running it on one venue first, then rolling it out to the rest once stable.
Grid Trading
Places buy and sell orders inside a defined range. Uses fixed spacing and size per level. Exits when price returns to the midline or a profit target hits.
Funding Rate Hedge
Opens a hedge when funding turns extreme, then reduces it as funding normalizes. Triggers near +0.03% per 8h. Adds a stop if price moves 2% against the hedge.
Portfolio Rebalance
Rebalances back to target weights on a schedule, such as weekly. Sells assets above target and buys those below. Uses a 3% drift band to reduce over-trading.
Stop Loss and Trailing Take Profit
Sets a hard stop loss, then trails profit once price moves in your favor. Example: stop at -3%, trail at 1.5% after +4%. Helps limit downside while protecting gains.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 35. Sells near the middle band or when RSI exceeds 60. Best on 1h to 4h charts in ranging markets.
Grid Trading
Places buy and sell orders inside a defined range. Uses fixed spacing and size per level. Exits when price returns to the midline or a profit target hits.
Funding Rate Hedge
Opens a hedge when funding turns extreme, then reduces it as funding normalizes. Triggers near +0.03% per 8h. Adds a stop if price moves 2% against the hedge.
Portfolio Rebalance
Rebalances back to target weights on a schedule, such as weekly. Sells assets above target and buys those below. Uses a 3% drift band to reduce over-trading.
Stop Loss and Trailing Take Profit
Sets a hard stop loss, then trails profit once price moves in your favor. Example: stop at -3%, trail at 1.5% after +4%. Helps limit downside while protecting gains.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 35. Sells near the middle band or when RSI exceeds 60. Best on 1h to 4h charts in ranging markets.
MA Crossover with Volume Filter
Enters when a fast MA crosses above a slow MA and volume is above its 20-period average. Exits on the reverse cross or a time stop. Helps avoid low-volume whipsaws.
Volatility Breakout
Buys when price breaks a recent high with ATR expansion. Sets a stop 1x ATR below entry and takes partial profit at 2x ATR. Skips trades when ATR is contracting.
DCA Accumulator
Splits a budget into timed buys, like $500 per month into four weekly orders. Adds an extra buy if price drops 4% from the last entry. Pauses if price is above MA200.
Pairs Trading Cointegration
Trades the spread between two correlated assets using a z-score trigger. Enters when z-score exceeds 2 and exits near 0. Adds a max hold time to limit regime-change risk.
Dynamic Grid with ATR Spacing
Builds a grid where spacing adapts to volatility using ATR. Widens levels when markets get noisy and tightens when calm. Resets the range if price breaks out by 1.5x ATR.
Unlike custodial bots, Coinrule does not hold your assets. You connect via API keys on venues like KuCoin, Bitget, OKX or Hyperliquid, and you can revoke access anytime. Use permissioned keys that disable withdrawals for safer automation. The platform focuses on rule execution, monitoring and reporting, while balances stay where you trade.
For cross-venue automation, start with a mirrored rule, then graduate to split sizing and hedged setups. Example: allocate 60% of buys to the venue with tighter spreads and 40% to the one with deeper liquidity at that hour. Add a guardrail that stops new entries if BTC drops 3% in 15 minutes. These constraints often matter more than fancy signals.
When volatility spikes, execution quality matters. Add cooldowns like one trade per 30 minutes, and require a second confirmation candle before entry. Use trailing stops that tighten from 3% to 1.5% once profit exceeds 8%. If an order fails, alerts tell you which venue and why, so you can fix permissions, minimum size or pair availability.
Once a template is stable, treat it like a versioned system. Clone it, change one variable, and compare results side by side. Keep each rule isolated with its own allocation cap and exit logic so experiments do not interfere.
Build StrategyFAQ
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Priya K.
Emma T.
Diego R.
Hana K.
Michael R.
After you trade on more than one venue, consistency becomes an edge. Standardized entries, exits and sizing make results reflect the strategy, not the interface you used. You can keep separate quote currencies and still measure performance in one place.
Write down what you would do manually, then encode it as conditions. Example: if price closes above yesterdays high and volume is 20% above average, enter with 1% risk and trail profits. When the market does nothing, the system does nothing.
Different venues have different minimums, tick sizes and liquidity. The platform surfaces errors so you can adjust order size or pair selection quickly. Keep a kill switch rule ready for sudden drawdowns.
Start with one template, then change one variable at a time. Track results over at least 30 trades before judging. If you improve a rule, clone it and keep the old version as a baseline.
As your library grows, naming, tags and schedules matter. Group strategies by purpose, like trend and mean reversion, and stagger their active hours. Use portfolio limits to prevent overlap from creating hidden leverage.
Connect an exchange, pick a template, and set three numbers: allocation, stop loss and take profit. Then add one filter, like RSI below 35 or a 4-hour cooldown, to match your risk tolerance. Review logs after the first few triggers and iterate.
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