Connect a stock broker API to Coinrule and run rule-based strategies with risk controls, logs and alerts across Alpaca, WeBull, TradeStation and Tradier.
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Instead of wiring webhooks and retry logic by hand, use Coinrule to translate a Stock trading API workflow into clear if-this-then-that rules. Set entries, exits and position sizing, then let the engine run checks continuously with alerts and logs. Connect to Alpaca, TradeStation, WeBull or Charles Schwab and keep your broker account in control.
Traders often start with a simple signal and then get stuck maintaining edge cases, rate limits and order errors. Coinrule gives you a visual builder for indicators, price triggers and time windows, so you can iterate quickly. You can clone rules, backtest ideas, and keep a single dashboard for performance and risk.
For stocks and ETFs, execution quality is usually about discipline and guardrails. Add limit orders, time-in-force, and session filters so rules only run during regular hours. For example, buy 25 percent of the intended size when price drops 3 percent from the 5-day high, then add the remaining 75 percent only if it drops another 2 percent within 48 hours.
Broker Connections And Permissions
Link your broker, choose what the automation can do, and keep a clear audit trail of every action. You can separate paper testing from live execution, and pause all rules instantly if conditions change. Notifications keep you informed without staring at a screen.
Order Logic You Can Reuse
Treat each rule as a reusable component: entries, exits, hedges and rebalances can be combined into a portfolio playbook. When you update one component, you can roll the change across multiple strategies without rewriting anything.
Opening Range Breakout
Trades the first 15-minute range and enters on a break with volume confirmation. Exits on a 1.5x ATR stop or end-of-day close. Built for liquid large caps.
MA Crossover with Volume Filter
Buys when MA20 crosses above MA50 and volume is above the 20-day average. Sells on the reverse cross or a 4 percent trailing stop. Fits daily charts.
RSI Oversold Rebound
Enters when RSI(14) drops below 30 and price holds above the 200-day MA. Takes profit when RSI returns above 55. Adds a 2.5 percent stop.
Volatility Breakout
Enters when price closes above the prior-day high while ATR is rising. Uses a 1x ATR stop and a 2x ATR take profit. Useful around earnings moves.
Portfolio Rebalance
Rebalances a basket back to target weights on a weekly schedule. Adds drift bands, such as rebalance only if an asset deviates more than 3 percent. Keeps risk aligned.
Opening Range Breakout
Trades the first 15-minute range and enters on a break with volume confirmation. Exits on a 1.5x ATR stop or end-of-day close. Built for liquid large caps.
MA Crossover with Volume Filter
Buys when MA20 crosses above MA50 and volume is above the 20-day average. Sells on the reverse cross or a 4 percent trailing stop. Fits daily charts.
RSI Oversold Rebound
Enters when RSI(14) drops below 30 and price holds above the 200-day MA. Takes profit when RSI returns above 55. Adds a 2.5 percent stop.
Volatility Breakout
Enters when price closes above the prior-day high while ATR is rising. Uses a 1x ATR stop and a 2x ATR take profit. Useful around earnings moves.
Portfolio Rebalance
Rebalances a basket back to target weights on a weekly schedule. Adds drift bands, such as rebalance only if an asset deviates more than 3 percent. Keeps risk aligned.
Gap Fill Hunter
Looks for a 1 percent or larger gap at the open and enters toward the prior close if momentum fades. Exits at the gap fill or after 90 minutes. Uses tight risk limits.
Earnings Drift Rider
Enters the day after earnings when price holds above VWAP and the first-hour trend stays intact. Scales out at 1R and 2R targets. Stops on a VWAP loss.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 40. Sells at the middle band or on a 2 percent stop. Designed for range-bound names.
Stop Loss and Trailing Take Profit
Sets a fixed stop, then switches to a trailing take profit after the trade reaches 2 percent. Tightens the trail as gains grow. Keeps risk defined.
VWAP Reversion Scalper
Enters when price deviates 0.8 percent from VWAP and momentum slows. Exits on a VWAP touch or after 30 minutes. Avoids low-liquidity windows.
When you rely on a broker API, the hard part is not sending orders, it is defining what should happen when markets get messy. Coinrule lets you add rules like: do not open new positions if daily drawdown exceeds 2 percent, or if VIX is up more than 8 percent. You can route different strategies to different brokers, such as Alpaca for paper testing and E*TRADE for live execution, while keeping one control panel.
Risk controls should be readable, not buried in code. Set max position size per ticker, max sector exposure, and cooldown timers after a stop-out. With a Stock trading API setup, you can enforce rules like blocking re-entries for 24 hours and requiring a close above MA50 before trying again.
After launching, you need visibility more than more features. Coinrule records every trigger, order attempt and fill so you can review what happened and why. Set alerts for partial fills, rejected orders and unusual slippage, then adjust the rule rather than guessing.
Rather than juggling separate scripts per broker, keep strategy logic consistent and swap the execution venue when needed. Many users connect Robinhood for simple long-only workflows and TradeStation for more advanced order types. The interface keeps the same rule language across accounts.
Launch BotFAQ
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For equities, timing matters. Add schedules so rules only run during regular hours, or avoid the first 5 minutes after the open. You can even require a minimum volume threshold before any entry triggers.
Size trades by fixed dollars, percent of cash, or volatility-based logic. Example: risk 0.5 percent of equity per trade with a 2 percent stop, which implies a 25 percent position size cap before other limits apply. Keep it simple and consistent.
Gaps can break naive rules. Use limit orders, max slippage settings where supported, and timeouts that cancel unfilled orders after a set window. If price jumps 4 percent in 10 minutes, you can block new entries and wait for a pullback condition.
Separate signal rules from risk rules so you can reuse the same guardrails everywhere. Many traders keep one global drawdown rule, one per-symbol cooldown rule and several entry templates. That structure makes changes safer.
If you want to expand beyond single-name trading, explore basket rebalancing and hedging workflows, then compare them to your discretionary process. For more, see /automated-trading and /stock-trading-bot.
Begin with one strategy, one broker connection and strict limits, then widen the universe only after you trust the behavior. Coinrule helps you keep execution consistent while you focus on research, not repetitive clicks.
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