Create institutional-style execution rules without code. Automate entries, exits and hedges across venues with logs, limits and real-time controls.
410k+
users building rule sets
1M+
strategies created
20+
Exchanges Supported
Instead of wiring a custom stack, Coinrule lets you prototype Institutional trading algorithms as clear if-this-then-that rules. Automate across Binance, Coinbase, OKX and Bybit while keeping custody on your venue. Example: buy 2% when price drops 5% in 4 hours, then set a 2.5% stop loss and a 6% take profit. Every action is logged so you can audit what happened and why.
Traders often start with a hypothesis and need a fast way to test it without writing brittle scripts. The builder turns indicators, price moves and time windows into repeatable logic. Schedule checks every hour, restrict trading to specific sessions, and cap exposure per asset. Once a rule behaves, clone it and adjust one variable at a time to keep experiments clean.
Risk is not an afterthought when you automate. Set max position size, max daily orders and allocation limits so one signal cannot dominate your book. Add guardrails like a 30-minute cooldown after a stop, or require two conditions before entry. When markets gap, the system follows your playbook rather than your emotions.
Execution And Risk Guardrails
Use staged entries to reduce slippage: split a $1,000 buy into four $250 tranches over 2 hours, or trigger only when volume confirms. Exit 50% at +3% and trail the rest by 1.2% once profit exceeds 5%. Pause all strategies instantly if volatility spikes beyond your threshold.
Audit Trails And Monitoring
Coinrule keeps a clear history of triggers, orders and outcomes so you can review behavior across accounts. Alerts notify you when a rule fires, when an order fails, or when exposure approaches a limit. This makes it easier to operate systematic execution with the discipline associated with professional desks.
TWAP Execution Accumulator
Accumulates using time-sliced orders across a fixed window. Reduces market impact on entries. Adds a stop if price moves 2% against the average fill.
VWAP Reversion Scalper
Enters when price deviates from VWAP by a set band on 15m candles. Exits on a return to VWAP. Uses tight stops to cap adverse moves.
Market Maker Spread Capture
Places staggered limit orders around mid price in range conditions. Cancels and replaces if volatility rises. Enforces max inventory and quick profit targets.
Order Book Imbalance Fade
Sells into extreme bid imbalance and buys into extreme ask imbalance. Confirms with short-term RSI to avoid chasing. Exits on normalization or a time stop.
Volatility Regime Switcher
Uses ATR bands to label high vs low volatility. Runs trend rules in high vol and mean reversion in low vol. Cuts position size by 50% when regime flips.
TWAP Execution Accumulator
Accumulates using time-sliced orders across a fixed window. Reduces market impact on entries. Adds a stop if price moves 2% against the average fill.
VWAP Reversion Scalper
Enters when price deviates from VWAP by a set band on 15m candles. Exits on a return to VWAP. Uses tight stops to cap adverse moves.
Market Maker Spread Capture
Places staggered limit orders around mid price in range conditions. Cancels and replaces if volatility rises. Enforces max inventory and quick profit targets.
Order Book Imbalance Fade
Sells into extreme bid imbalance and buys into extreme ask imbalance. Confirms with short-term RSI to avoid chasing. Exits on normalization or a time stop.
Volatility Regime Switcher
Uses ATR bands to label high vs low volatility. Runs trend rules in high vol and mean reversion in low vol. Cuts position size by 50% when regime flips.
Market-Neutral Factor Hedge
Builds a long basket and offsets beta with a hedge leg. Rebalances weekly to keep net exposure near zero. Exits if correlation breaks beyond a threshold.
Pairs Trading Cointegration
Trades a pair when spread z-score exceeds 2.0. Scales out as the z-score returns toward 0.0. Adds a time stop to avoid dead periods.
Funding Rate Hedge
Opens a hedge when funding turns strongly positive or negative. Closes when funding normalizes and price stabilizes. Limits leverage and enforces max drawdown.
Stop Loss and Trailing Take Profit
Sets a fixed stop at entry and activates a trailing take profit after a gain threshold. Tightens the trail as profit grows. Helps lock winners while cutting losers.
Portfolio Rebalance
Rebalances allocations back to targets on a schedule. Buys underweight assets and trims overweight ones. Uses a drift band so small moves do not trigger trades.
Rather than maintaining separate bots per exchange, you can run one playbook across connected venues and accounts. Institutional trading algorithms often rely on consistent sizing, timing and risk caps, and the platform helps keep those parameters aligned. Example: allocate 30% to BTC, 30% to ETH and 40% to stablecoins, then rebalance every Friday at 16:00 UTC if drift exceeds 3%. This reduces operational noise and improves attribution.
Once a strategy is live, the real work is monitoring behavior and iterating safely. Use naming conventions, tags and cloning to keep versions organized. Compare two variants where only the RSI threshold changes from 30 to 35, while stops and targets stay constant. Review logs weekly to spot missed fills, overtrading or rules that trigger too often in chop.
For traders who want self-custody, Coinrule can execute on-chain using smart accounts and session keys with limited permissions. Trades route through Li.fi to find efficient liquidity across networks like Base, Arbitrum and Binance Smart Chain. Automate swaps, rebalances and risk-off moves without handing over private keys. Keep the same rule logic while changing only the execution venue.
Every bot needs a kill switch and clear limits. Set maximum concurrent positions and restrict trading during illiquid hours. If an exchange API hiccups, alerts help you respond quickly.
Explore BotsFAQ
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Priya K.
Michael R.
Giulia C.
Kenji M.
Amara N.
Treat each rule as a small, testable component. Separate signals from execution and risk controls so you can change one layer without rewriting everything. Keep a go-live checklist: limits set, alerts on and exits defined.
Focus on drawdown, hit rate, average win vs loss and time in market. Track slippage by comparing trigger price to fill price. If results depend on perfect fills, reduce size or add time-slicing.
Overfitting is a fast path to disappointment. Avoid stacking indicators that all say the same thing, and do not change parameters after every loss. Use cooldowns, time stops and maximum trade counts to reduce churn in choppy markets. Keep rules simple enough to debug.
Increase size only after stable behavior across different regimes. Move from 0.5% sizing to 1% and then 2% while keeping the same stop logic. Diversify with uncorrelated strategies instead of one oversized idea. Review exposure weekly.
For a deeper overview of rule-based automation, see /automated-trading. For execution templates and risk controls, explore the strategy library and adapt presets to your market and timeframe. Keep notes on each change so you can explain results later.
Connect an exchange, pick a template, and turn it into your own rule set with clear entries, exits and limits. Start with one market, one timeframe and one risk model, then expand only when the process feels repeatable.
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