Create custom programmable trading rules without coding. Set conditions, triggers and automated execution across multiple exchanges with visual rule builders and backtesting.
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Instead of wrestling with code, you design programmable trading rules through drag-and-drop interfaces that translate logic into live automation. Set conditions like RSI below 30 combined with volume above average, then define your entry size and exit triggers. The platform executes these custom rules across Binance, Coinbase, Kraken and other exchanges while you focus on strategy rather than syntax.
Every automation starts with building blocks that connect logically. Price conditions, indicator signals, time filters and portfolio checks combine into sophisticated strategies. You might create a rule that buys when three moving averages align, volume exceeds 150% of normal, and your BTC allocation falls below 40% of total portfolio.
The backtesting engine runs your custom rules against historical data to show potential performance. See how your logic would have performed during different market conditions before risking real capital.
Custom conditions and triggers
You combine multiple conditions using AND/OR logic to create precise entry and exit triggers. Set rules that activate only when RSI diverges from price action while funding rates stay neutral and your position size remains under risk limits.
Multi-exchange rule deployment
Deploy the same programmed logic across different exchanges simultaneously. Your DCA rule can run on Coinbase while your momentum strategy operates on Bybit, all managed from one interface.
Buy the Dips
Triggers purchases when price drops below moving average support with RSI oversold confirmation. Scales position size based on drawdown depth. Exits on RSI recovery above 50.
Grid Trading
Places buy and sell orders at predetermined intervals above and below current price. Profits from range-bound markets through systematic grid execution.
Moving Average Scalper
Enters long when fast MA crosses above slow MA with volume confirmation. Quick exits on first sign of momentum reversal or profit target hit.
RSI Oversold Rebound
Buys when RSI drops below 25 on 4-hour charts with price above 200-day MA. Sells when RSI exceeds 70 or after 7 days maximum hold time.
Volatility Breakout
Triggers on price moves exceeding 2x average true range with volume spike confirmation. Rides momentum with trailing stops to capture extended moves.
Buy the Dips
Triggers purchases when price drops below moving average support with RSI oversold confirmation. Scales position size based on drawdown depth. Exits on RSI recovery above 50.
Grid Trading
Places buy and sell orders at predetermined intervals above and below current price. Profits from range-bound markets through systematic grid execution.
Moving Average Scalper
Enters long when fast MA crosses above slow MA with volume confirmation. Quick exits on first sign of momentum reversal or profit target hit.
RSI Oversold Rebound
Buys when RSI drops below 25 on 4-hour charts with price above 200-day MA. Sells when RSI exceeds 70 or after 7 days maximum hold time.
Volatility Breakout
Triggers on price moves exceeding 2x average true range with volume spike confirmation. Rides momentum with trailing stops to capture extended moves.
DCA Accumulator
Splits larger orders into smaller time-based purchases to reduce market impact. Adjusts frequency based on volatility and available balance.
Supertrend Momentum
Follows Supertrend indicator signals for trend direction. Enters on trend changes with ATR-based position sizing and dynamic stop losses.
MA Crossover Volume Filter
Combines moving average crossovers with volume analysis to filter false signals. Only trades when volume exceeds 20-day average by 50% or more.
Bollinger Band Mean Reversion
Buys at lower Bollinger Band and sells at upper band in ranging markets. Uses RSI confirmation to avoid trading during strong trends.
Momentum Pullback Entry
Enters positions during temporary pullbacks in established trends. Waits for 38.2% Fibonacci retracement before resuming trend direction.
Traditional algorithmic trading requires coding skills and technical infrastructure. This visual approach lets you program sophisticated logic through intuitive interfaces. Drag indicators onto charts, set numerical thresholds, and connect conditions with simple logic operators. The system translates your visual programming into executable code that runs 24/7.
Start with proven rule templates then customize them for your specific needs. The template library includes momentum strategies, mean reversion systems, and risk management frameworks that you can modify and combine. Save your custom rules to build a personal library of tested automation.
Watch your programmed rules execute in real-time with detailed logging of every decision point. See when conditions trigger, why trades execute, and how your logic performs across different market conditions. Alerts notify you of significant events or when manual intervention might be needed.
Coordinate multiple rule sets to work together as a unified strategy. Set portfolio-level constraints that prevent over-allocation while individual rules handle specific market opportunities. Your momentum rules might pause when your mean reversion strategies are already at maximum position size.
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Layer multiple timeframes into single rule sets for more sophisticated market analysis. Your rules can check daily trends while executing on hourly signals, or combine weekly momentum with intraday mean reversion triggers. Cross-timeframe programming creates more robust automation that adapts to different market cycles.
Track how each programmed rule contributes to overall performance with detailed analytics. See win rates, average holding periods, and risk-adjusted returns for individual rule components. This data helps you refine successful rules and eliminate underperforming logic.
Beyond standard indicators, you can program custom calculations using price, volume, and time data. Create proprietary signals that combine multiple data sources or develop unique market timing indicators specific to your trading approach.
Schedule rule activation based on market conditions, time of day, or calendar events. Your volatility rules might only activate during high-volume sessions while your mean reversion logic runs during quieter periods. Smart scheduling prevents conflicting strategies from interfering with each other.
Program emergency conditions that override normal rule execution during extreme market events. Set circuit breakers that pause all automation when volatility exceeds historical norms or when correlation patterns break down unexpectedly.
As your programming skills develop, you can create increasingly sophisticated rule networks that handle complex market scenarios. Start with simple condition-based rules, then progress to multi-asset strategies that coordinate across different markets and timeframes. The visual programming environment grows with your expertise.
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