Build rule-based stock and ETF automation with Coinrule for a Tastytrade-style workflow. Create entries, exits and risk controls without coding, then monitor results in one dashboard.
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Instead of reacting to every candle, you can translate a Tastytrade Algo Trading workflow into clear if-this-then-that rules on Coinrule. Set entries, exits and position sizing once, then let the system execute consistently. Example: buy 1 share when price breaks yesterday high by 0.5 percent, and sell if it closes below the 20-day MA.
Traders run the same playbook across brokers without changing their process. Connect Tastytrade, TradeStation, Alpaca or Tradier, then manage strategies from one interface. Your rules stay readable, with logs that show every trigger, order and fill so you can review decisions quickly.
Every strategy needs guardrails, not just signals. Add max daily loss, per-trade stop loss and time-based exits so a thesis cannot linger forever. For example, cap exposure at 15 percent of account, stop out at 2.5 percent, and exit after 10 trading days if price is flat.
Broker-Ready Automation
Rules can target single names, sector ETFs or a watchlist, then apply the same logic to each symbol. You can schedule checks at market open, mid-day and close, or run end-of-day signals only. This keeps execution aligned with how equities actually trade.
Auditability And Discipline
Coinrule keeps a full timeline of triggers and actions so you can validate what happened and why. Clone a rule to test small changes, pause automation during earnings, and restart with the same settings. That structure helps you stay systematic when markets get noisy.
Opening Range Breakout
Buys when price breaks the first 15-minute range high with volume above the 20-bar average. Places a stop 1.5x ATR below entry. Takes profit at 2R or exits at the close.
MA Crossover with Volume Filter
Enters long when MA20 crosses above MA50 and volume is 1.3x the 20-day average. Exits on a cross back down or a 3 percent trailing stop. Works well on daily charts.
RSI Oversold Rebound
Buys when RSI(14) drops below 30 and price holds above the 200-day MA. Sells when RSI rises above 55 or after 7 trading days. Aims to capture mean reversion without overholding.
Bollinger Band Mean Reversion
Enters when price closes below the lower Bollinger Band and the next candle closes green. Exits at the middle band or on a 2 percent stop. Best on liquid large caps and ETFs.
Volatility Breakout
Buys when price closes above a 20-day high and ATR is rising for 3 sessions. Uses a stop at 2x ATR and a trailing take profit once up 4 percent. Designed for trend expansion phases.
Opening Range Breakout
Buys when price breaks the first 15-minute range high with volume above the 20-bar average. Places a stop 1.5x ATR below entry. Takes profit at 2R or exits at the close.
MA Crossover with Volume Filter
Enters long when MA20 crosses above MA50 and volume is 1.3x the 20-day average. Exits on a cross back down or a 3 percent trailing stop. Works well on daily charts.
RSI Oversold Rebound
Buys when RSI(14) drops below 30 and price holds above the 200-day MA. Sells when RSI rises above 55 or after 7 trading days. Aims to capture mean reversion without overholding.
Bollinger Band Mean Reversion
Enters when price closes below the lower Bollinger Band and the next candle closes green. Exits at the middle band or on a 2 percent stop. Best on liquid large caps and ETFs.
Volatility Breakout
Buys when price closes above a 20-day high and ATR is rising for 3 sessions. Uses a stop at 2x ATR and a trailing take profit once up 4 percent. Designed for trend expansion phases.
Support and Resistance Bounce
Buys near a defined support zone after two failed breakdown attempts. Confirms with a higher low on 1-hour candles. Exits at the next resistance level or on a 2 percent stop.
Portfolio Rebalance
Rebalances a basket back to target weights on a weekly schedule. Skips trades if drift is under 1.5 percent to reduce churn. Helps maintain diversification without constant manual adjustments.
Mean Reversion with Z-Score
Buys when Z-score of price vs a 50-period mean drops below -2.0. Sells when Z-score returns to 0 or hits +1.0. Adds a time stop to avoid getting stuck in a regime shift.
ADX Trend Strength Filter
Trades only when ADX(14) is above 25 to avoid choppy conditions. Enters on a breakout signal and exits when ADX falls below 20 or a trailing stop is hit. Reduces false starts in ranges.
Stop Loss and Trailing Take Profit
Sets an initial stop at 2% and activates a trailing stop after price moves 3% in your favor. Tightens the trail from 2% to 1% once profit exceeds 8%. Limits reversals.
Unlike scripts that break when inputs change, Coinrule keeps your logic modular and easy to adjust. Start with one rule, then add filters like trend direction, volatility and time windows. You can run a conservative version on ETFs and a tighter version on single stocks, without rewriting everything.
Before risking capital, validate assumptions with historical checks and paper execution. Compare two variants by changing one variable at a time, like RSI 30 vs 35 or a 10-day vs 15-day time stop. Once results look stable, scale position size gradually and keep monitoring slippage and fills.
If you like the research-first mindset, Tastytrade Algo Trading becomes much easier when the execution is rule-driven. Coinrule lets you encode conditions like: enter only if IV rank is above 40, price is above the 50-day MA, and the last close is within 1 percent of VWAP. Then add exits such as take profit at 25 percent, stop at 15 percent, or close before earnings.
Once you run more than one system, organization matters. Group rules by theme, schedule, or symbol list, and pause an entire group in one click. Alerts help you spot when a rule is firing too often or not at all.
Launch BotFAQ
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Write down what must be true before you enter, then encode it. A good rule might require two confirmations, like price above MA50 and RSI above 50, before buying. Clear exits matter just as much, including time stops when the thesis fails to play out.
Single-trade stops are not enough when several rules trigger at once. Add limits like max 3 open positions, max 25 percent in one sector, or a daily loss circuit breaker. That keeps automation from concentrating risk during correlated moves.
Not every strategy needs intraday checks. Many equity systems perform better with end-of-day signals and next-session execution. Scheduling reduces churn and makes results easier to attribute to the logic rather than random intraday swings.
Track win rate, average win to average loss, and maximum drawdown per strategy. Compare performance before and after a change, and avoid tweaking multiple variables at once. Consistent measurement beats constant reinvention.
Increase size only after a rule behaves as expected across different market weeks. Keep an emergency stop that pauses all strategies if something looks wrong, like repeated triggers from a bad data input. Discipline is a feature, not a feeling.
Pick a simple thesis, define three conditions, and set one risk limit. Run it small, review the log, then iterate. Once the process is stable, expand to more symbols and add portfolio constraints.
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