Build a Nasdaq stock bot on Coinrule with no code. Automate entries, exits, DCA and risk controls, then run it via supported brokers with clear logs.
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Instead of watching every candle, build a Nasdaq trading bot in Coinrule that follows your plan. For example, buy QQQ when price drops 3% from a 20-day high, sell 50% at +4%, then trail the rest by 2%. Connect to WeBull, Alpaca, Tradier or TradeStation and review execution logs and alerts.
Traders often have a signal but inconsistent execution. Coinrule turns indicators, price levels and time windows into rule-based orders with position sizing and safety checks. Require confirmations like MA crossovers plus volume thresholds, then block trades outside market hours. The result is a repeatable workflow you can refine and run.
Templates cover common Nasdaq behaviors like trend continuation, mean reversion and opening volatility. Run rules on QQQ, TQQQ or single names like NVDA and AAPL, then tune stops and take-profit ladders per symbol. You can split exposure across a basket and cap any one ticker at a fixed portfolio percentage.
Broker-Connected Automation
Link your broker account and let the engine place orders only when conditions are met. Set max daily trades, cooldown timers and allocation limits to prevent overtrading. Get real-time notifications when rules trigger, orders fill or risk limits block a trade.
Risk First, Always
Use hard stops, trailing exits and time stops to reduce decision fatigue. Example: if a position is down 1.5% intraday, exit, and do not re-enter for 60 minutes. You can pause all strategies instantly if volatility spikes or news hits.
Opening Range Breakout
Buys when price breaks the first 15-minute high and volume is above the 20-bar average. Uses a 1.2% stop and takes profit at 2.5%. Built for liquid names at the open.
MA Crossover with Volume Filter
Enters long when MA20 crosses above MA50 and volume is 30% above average. Exits on a crossback or a 2% trailing stop. Works well on 1H to daily charts.
RSI Oversold Rebound
Buys when RSI(14) drops below 30 and price holds above a higher-timeframe MA. Sells when RSI returns above 55 or after 5 trading days. Designed for sharp pullbacks.
Volatility Breakout
Buys when ATR expands and price closes above the prior day high. Uses a stop at 1x ATR and scales out at 1.5x ATR. Aims to catch momentum days.
Breakout + Retest
Buys after a close above resistance, then a retest within 0.5% of the breakout level. Exits if price closes back below the level or hits a 3% target. Helps reduce false breakouts.
Opening Range Breakout
Buys when price breaks the first 15-minute high and volume is above the 20-bar average. Uses a 1.2% stop and takes profit at 2.5%. Built for liquid names at the open.
MA Crossover with Volume Filter
Enters long when MA20 crosses above MA50 and volume is 30% above average. Exits on a crossback or a 2% trailing stop. Works well on 1H to daily charts.
RSI Oversold Rebound
Buys when RSI(14) drops below 30 and price holds above a higher-timeframe MA. Sells when RSI returns above 55 or after 5 trading days. Designed for sharp pullbacks.
Volatility Breakout
Buys when ATR expands and price closes above the prior day high. Uses a stop at 1x ATR and scales out at 1.5x ATR. Aims to catch momentum days.
Breakout + Retest
Buys after a close above resistance, then a retest within 0.5% of the breakout level. Exits if price closes back below the level or hits a 3% target. Helps reduce false breakouts.
VWAP Reversion Scalper
Sells short-term strength when price stretches 1% above VWAP and RSI is over 70. Covers at VWAP or on a 0.8% stop. Built for intraday mean reversion.
Gap Fill Hunter
Enters when a stock gaps up or down more than 2% and then stalls. Targets the prior close and uses a tight stop beyond the gap extreme. Useful on high-volume sessions.
Earnings Drift Rider
After earnings, buys if price holds above the post-release high for 2 sessions. Takes partial profit at +5% and trails the remainder by 2.5%. Avoids the announcement window.
Stop Loss and Trailing Take Profit
Uses a fixed stop, then switches to a trailing take-profit once unrealized gain exceeds 3%. Example: stop at -1.5%, trail at 1.2% after +3%. Keeps risk defined while letting winners run.
Portfolio Rebalance
Rebalances a Nasdaq ETF basket back to target weights on a weekly schedule. Adds when an asset is 2% underweight and trims when 2% overweight. Helps maintain consistent exposure over time.
Unlike single-trigger alerts, Coinrule lets you stack conditions so trades only happen when context matches. You might require price above MA200, RSI(14) below 35 on 4H candles, and a 1-day drop greater than 2% before entering. Add a time filter so orders only trigger between 10:00 and 15:30 ET.
Risk controls should reflect gaps, halts and fast moves. Set per-trade risk like 0.5% of account value, then cap total exposure to a sector or theme. Add a time stop that exits if a position is still flat after 3 days, freeing capital for better setups. Define a max drawdown threshold that pauses live rules until you review performance.
A good workflow starts with a hypothesis and ends with measurable logs. Clone a template, change one variable at a time, and compare results across symbols and timeframes. For example, test a 1.0% stop versus 1.5% while keeping the same entry signal, then review which setting reduced whipsaws. When you go live, the platform records triggers, orders and outcomes so you can iterate with evidence.
Portfolios get messy fast when several rules run at once. Coinrule keeps strategies organized by ticker, theme or risk bucket so you can see what is active at a glance. Use naming conventions, tags and schedules to avoid overlapping logic. If two rules would conflict, prioritize one or add mutual exclusion conditions.
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Michael R.
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Priya K.
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When liquidity is thin, signals degrade. Add time-of-day filters so rules only run during your preferred session, and block the first or last minutes if spreads widen. Schedule weekly pauses around known events to keep execution clean.
Start with one symbol and one rule set, then expand carefully. Once you trust execution, clone the strategy across a basket and adjust sizing by volatility. Example: risk 0.3% per trade on higher beta names and 0.2% on steadier ETFs. Keep a portfolio cap so correlated positions do not stack.
Frequent tweaks can hide what actually works. Clone a rule before edits, then run the new version in parallel with smaller size. Compare outcomes over a fixed sample like 30 trades before promoting changes.
Automation should feel predictable. Coinrule shows active conditions, pending orders and the next actions each rule can take. Set notifications for entry triggers, stop updates and strategy pauses so you stay informed when markets move fast.
If you are exploring systematic trading, start from proven structures and adapt them. Use templates for breakouts, pullbacks and rebalancing, then change only one parameter at a time. For deeper guidance, see /automated-trading and /stock-trading.
Begin with a single entry rule, a single exit rule and a clear risk limit. After you collect enough trades, add a second confirmation or a trailing exit, not five new ideas at once. Example: switch from a fixed 2% take-profit to a 1.5% trailing stop after +3% unrealized gain.
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