Build rule-based stock and ETF automation for Tradier with Coinrule. Design entries, exits and risk controls in minutes, then monitor performance with clear logs and alerts.
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Instead of babysitting charts, Coinrule turns Tradier Algo Trading ideas into repeatable rules you can run on your schedule. Set triggers like RSI below 30 on 1-hour candles, then place orders automatically when conditions match. Add exits such as take profit at 6 percent and stop loss at 2 percent to keep risk defined. You stay in control with transparent logs and alerts.
Traders who like systematic workflows can express logic with indicators, price levels and time filters. For example, buy when price breaks yesterday high by 0.5 percent and volume is above the 20-day average, then exit on a trailing stop of 1.5 percent. You can also schedule checks at market open, mid-day and close to avoid noisy periods. The interface keeps each condition readable so you can audit it later.
Connect your brokerage and run the same rule set across accounts when needed. Many users compare execution across Tradier, TradeStation, E*TRADE and Charles Schwab to match their workflow and fees. Once connected, the system routes orders through your broker while keeping strategy logic centralized. That makes it easier to iterate without rewriting everything.
Tradier-Ready Templates
Templates give you a fast baseline for momentum, mean reversion and risk-managed entries. Clone one, change the timeframe, and adjust thresholds like RSI 35 to 30 or a 3 percent stop to 2 percent. You can backtest your idea with paper-style discipline by running small size first. When results look stable, scale gradually.
Risk Controls And Guardrails
Coinrule adds guardrails like max position size, cooldown timers and portfolio exposure caps so one signal cannot dominate your account. If a rule fires too often, add a time stop such as exit after 3 days if price has not moved 1 percent. Alerts help you spot slippage, missed fills or unusual volatility quickly. You can pause a single bot or halt all automation in seconds.
Opening Range Breakout
Buys when price breaks the first 15-minute range with volume confirmation. Sets a 2 percent stop loss and trails profit by 1 percent. Designed for liquid large caps.
MA Crossover with Volume Filter
Enters when MA20 crosses above MA50 and volume is above the 20-day average. Exits on the reverse cross or a 3 percent stop. Works well on daily charts.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 35. Takes profit at the mid-band and cuts risk at 2 percent. Best for range-bound sessions.
RSI Oversold Rebound
Buys when RSI drops below 30, then confirms with a higher close on the next candle. Sells when RSI returns above 55 or after 5 trading days. Simple rebound logic.
ATR Channel Breakout
Enters on a close above an ATR-based upper channel and avoids trades when ATR is falling. Uses a 1.5x ATR stop and partial take profit at 2x ATR. Built for trends.
Opening Range Breakout
Buys when price breaks the first 15-minute range with volume confirmation. Sets a 2 percent stop loss and trails profit by 1 percent. Designed for liquid large caps.
MA Crossover with Volume Filter
Enters when MA20 crosses above MA50 and volume is above the 20-day average. Exits on the reverse cross or a 3 percent stop. Works well on daily charts.
Bollinger Band Mean Reversion
Buys when price closes below the lower band and RSI is under 35. Takes profit at the mid-band and cuts risk at 2 percent. Best for range-bound sessions.
RSI Oversold Rebound
Buys when RSI drops below 30, then confirms with a higher close on the next candle. Sells when RSI returns above 55 or after 5 trading days. Simple rebound logic.
ATR Channel Breakout
Enters on a close above an ATR-based upper channel and avoids trades when ATR is falling. Uses a 1.5x ATR stop and partial take profit at 2x ATR. Built for trends.
Support and Resistance Bounce
Buys near a defined support zone after two failed breakdown attempts. Exits at the next resistance level or on a 2 percent stop. Adds a cooldown to prevent overtrading.
Gap Fill Hunter
Looks for a 1 to 3 percent opening gap and enters toward the prior close if momentum fades. Takes profit at the gap fill and stops out at 1.2 percent. Intraday focused.
Earnings Drift Rider
After earnings, buys when price holds above the post-release high and volume stays elevated. Uses a tight 1.8 percent stop and a trailing take profit. Aims to capture follow-through.
Portfolio Rebalance
Rebalances a basket back to target weights weekly or monthly. Sells positions above target by 2 percent and buys those below by 2 percent. Keeps exposure aligned over time.
Stop Loss and Trailing Take Profit
Adds a fixed stop loss, then switches to a trailing take profit once price is up 4 percent. Tightens the trail from 2 percent to 1 percent after 8 percent profit. Built for disciplined exits.
Unlike hand-coded scripts that break during market hours, Coinrule keeps your logic in a visual rule engine with clear version history. You can prototype on a single ticker, then expand to a watchlist once the behavior matches expectations. A common setup is: if price breaks a level by 0.75 percent and RSI is above 50, buy, then place a 2 percent stop and a 5 percent take profit. Use time windows to avoid low-liquidity periods. When you want more depth, see /automated-trading for advanced building blocks.
After you go live with Tradier Algo Trading, the platform monitors conditions and sends real-time alerts when rules trigger. You can review every decision in logs, including which condition matched and which order was sent. If a trade fails due to market state or broker constraints, you get a clear error message instead of silent failures. That feedback loop helps you refine thresholds and avoid overfitting.
If you trade across brokers, you can keep one strategy design and adapt execution per venue. Many users run similar rules on Tradier, Alpaca, WeBull and Robinhood to compare fills and availability. This approach reduces operational risk because you are not maintaining separate codebases. It also makes it easier to pause automation on one account while keeping others running.
Risk settings are part of the rule, not an afterthought. Add max daily loss limits, position caps and cooldowns to prevent rapid-fire entries. You can also enforce diversification by limiting any single symbol to, for example, 10 percent of equity. These controls help keep a good strategy from becoming a bad portfolio experience.
Launch BotFAQ
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Treat each strategy as a checklist you can audit. Define the signal, the order type, and the exit before you deploy. If you cannot explain it in one sentence, simplify it. That mindset reduces surprises when markets move quickly.
Good systems separate signal logic from portfolio limits. Run the same entry rule, but change max exposure or stop distance based on volatility regime. For example, tighten stops when ATR expands above its 20-day average. This keeps behavior consistent while adapting risk.
Time filters can improve consistency for intraday rules. Many traders avoid the first 5 minutes, then allow entries until 30 minutes before close. You can also add a cooldown like one trade per symbol per day. These constraints reduce churn.
Memory edits the story after the fact. Logs show what actually triggered, when it triggered, and what order was sent. Use that data to adjust one variable at a time. Over a month, small improvements compound.
Once a rule behaves as expected, scale in steps. Increase allocation by 1 to 2 percent increments and keep the same stop structure. If performance changes, roll back and re-check assumptions. Consistency matters more than speed.
Build a rules-first setup, connect your broker, and let the system handle execution while you focus on research and review. Start with one template, add risk limits, and iterate from real results. When you are ready, expand to a basket and rebalance on a schedule.
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