Automated trading on Webull

Webull has no strategy automation of its own. DeployQuant fills that gap. A strategy built from blocks, in plain English or in Python runs against live market data and sends its orders to the user's existing Webull account. The cash and the shares stay at Webull, in the account holder's name. DeployQuant sends orders and reads fills, and the connection cannot withdraw money. Ten of the 12 templates can run live at Webull today. The two that use trailing stops, the 20-day momentum breakout and the SMA-200 trend with a trailing stop, are backtest-only for now. Trailing-stop exits are not deployable live yet, at Webull or at any other broker, so those two can be backtested and studied but not switched to real money. The 3-month momentum switch uses no trailing stop and is deployable.

The backtest figures quoted on the page come from the same engine that runs live strategies. They cover 2021-01-04 to 2026-10-02 with a $10,000 start, no margin, and no fees or slippage in the headline run. They are hypothetical. A template's median is its median CAGR across 59 funds, so it describes the template and not any single fund. The pages for each template, such as the weekly 7% target and the RSI(2) snapback, carry the per-fund tables.

How it works

DeployQuant maintains standing exits at Webull by updating orders in place rather than cancel-and-replace, so a resting take-profit never briefly disappears. Per-order price bands and notional caps check every order before it's sent.

Setting up a Webull connection

The connection uses API keys. Webull connects with API keys, where Charles Schwab uses an OAuth sign-in. The connection is made from the Brokerage page. They grant trade and read permissions only. Withdrawals and transfers are not part of the permission, and the connection can be removed at any time.

The next steps follow the order on the page. Build a strategy in the Lab, either from blocks, from a plain-English description to the AI builder, or by forking a strategy from the community. Backtest it on years of minute data. Deploy it to Webull with a cash allocation. The allocation defines a sleeve, which is that strategy's own cash, positions and profit and loss. Other holdings in the account, and other strategies in the same account, are not touched. A strategy that sells everything sells only the positions in its own sleeve.

Live trading needs a typed confirmation. Until the confirmation is entered, no real order is sent. The account also has a dry-run mode, which runs the whole order flow without sending anything to the broker, and a pause control that stops one strategy or every strategy on the connection.

Webull is live-money only. Its US OpenAPI has no working paper environment, so there is no Webull paper account to test against. This differs from Alpaca, which offers one. A strategy can still be paper traded on DeployQuant's own live data feed without any broker, and that is the way to watch a template's decisions before it touches a Webull account. Paper trading needs no brokerage account.

Several strategies can share one Webull account. Every order is tagged with the strategy that placed it and is checked against that sleeve's cash before it is sent. Fills come back to the sleeve that placed the order. Two strategies may hold the same symbol, and each one's share of the position is tracked separately. Positions and cash follow the broker's own fill reports, so the platform's books follow what actually filled at Webull.

Safety checks apply to every order. A price band refuses a limit order priced too far from the market. Per-order and per-position dollar caps limit size, and they never block an order that reduces exposure. If Webull rejects an order on a live account, the error is sent to the user by email.

What the Webull connection supports

What the order types and time-in-force settings mean for strategies

Webull accepts four order types through the connection: limit, market, stop and stop limit. It accepts two time-in-force settings, day and good till canceled, and it allows extended-hours orders. Assets are US stocks and ETFs only.

The list is shorter than the others on the site. Alpaca accepts market, limit, stop, stop limit and trailing stop orders, with six time-in-force settings: cls, day, fok, gtc, ioc and opg. Schwab accepts seven order types, including limit-on-close, market-on-close and trailing stop, with day, fok and gtc. Webull has no fill-or-kill, immediate-or-cancel, opening or closing time-in-force, and no trailing stop order type.

For the templates this matters in two ways. First, every template's entries and exits are market orders at the open. The first rule in each template reads WHEN the market opens, and the order is sent as a market order. A market order and a day or good-till-canceled time in force are enough for that. Second, the two templates with profit targets use limit orders. The weekly 7% target and the 8% dip buyer rest a limit order at the target price. At Webull that target is a real good-till-canceled limit order, which stays on the book until it fills, is cancelled or the strategy is paused.

The resting target has a practical detail. DeployQuant maintains a standing exit at Webull by updating the order in place instead of cancelling it and sending a new one. A cancel-and-replace leaves a short gap with no order at the broker, and a take-profit that briefly disappears can be missed in a fast move. Updating in place avoids that gap. The notional caps and price bands check the updated order the same way they check a new one.

The trailing stop is the one exit a template needs that this order type list does not cover. The two templates that use it are backtest-only for now. In the backtest the engine simulates the trailing stop, so the results are real engine output, but the live path for trailing-stop exits does not exist yet.

Extended-hours support is on, but the templates trade at the open and at fixed times such as 2:00pm on a Thursday for the weekly template. The rules in all 12 templates trigger at the open or at a fixed time during the regular session.

How the order list shapes the template table

The table of templates has a column for the orders each one sends. Ten of the rows say Market, or Market and Limit. Those are the rows marked as running live at Webull. The two rows that say Market and Trailing stop are the ones marked backtest only for now. The column is a direct test of the capability list above: a template can go live when every order it needs is on the list and the live path for it exists.

The split also sorts the templates by style. The entry-and-exit-at-the-open templates are the RSI(14) mean reversion, the RSI(2) snapback, the golden cross, the SMA 10/50 trend, the EMA 12/26 trend, the 200-day regime filter and the monthly cycle. The 3-month momentum switch also sends only market orders. Every one of them is covered by the same order list. The weekly 7% target and the dip buyer add a limit order for the target. The trailing stop templates add a third kind of exit, which is why they stay in the backtest.

The resting targets use good till canceled, which the facts for this connection list as supported. A template that needed an order at the close, or an order that must fill in full or not at all, would need a time-in-force that Webull does not offer through this connection, and none of the 12 templates asks for one.

The 12 strategy templates on Webull

How the 12 templates compare when run on Webull

The template table lists each strategy's median CAGR across 59 funds and its strongest fund. The medians are small. The weekly 7% target has the highest at 6.6%, the monthly cycle is next at 5.5%, and the RSI(2) snapback follows at 4.7%. The RSI(14) mean reversion is at 3.0%, the EMA 12/26 trend at 2.8%, and the SMA-200 trend with a trailing stop at 2.6%. The SMA 10/50 trend is at 2.1%, the golden cross at 2.0%, the 200-day regime filter at 1.8% and the dip buyer at 1.3%. The momentum breakout and the 3-month momentum switch both show 0.0%.

The strongest-fund column is where a template looks different. The golden cross made 45.9% a year on SOXL, which is far above its 2.0% median. The RSI(2) snapback made 39.3% on TQQQ. The monthly cycle made 36.0% on TECL and the weekly 7% target made 35.5% on the same fund. The top results in nearly every row are leveraged or sector funds, which have the highest volatility in the universe. A template's best fund is therefore a statement about the fund as much as the rule.

Two patterns decide what a Webull user sees. The first is that a high median needs a rule that does well on ordinary index funds too, and only the weekly 7% target, the monthly cycle and the RSI(2) snapback have medians above 4%. The second is that the strongest funds are more volatile. TECL appears at the top of four rows: the RSI(14) mean reversion at 23.9%, the weekly 7% target, the monthly cycle and the dip buyer at 24.7%. SOXL appears at the top for the golden cross, the EMA 12/26 trend at 26.2% and the 3-month momentum switch at 16.4%. A concentration of that kind means the best results depend on a small set of funds.

For the ten templates that can run live, the live behaviour is the same set of rules, with orders filled by Webull instead of the backtest engine. Differences between a backtest and a live run come from the fill price, the spread and costs. The cost runs on each fund page use 5 and 10 basis points to show how much of a result survives. Webull is commission-free, which removes one cost, but the spread and slippage remain, and the headline numbers have none.

The two backtest-only templates are worth reading even without a live path. The 20-day momentum breakout made 22.5% on QLD and the SMA-200 trend with a 15% trailing stop made 25.0% on TQQQ. These are results for the backtest only, and they cannot be deployed to Webull at present.

What to check before deploying a template

Several limits apply to any strategy that moves from a backtest to a Webull account, and they follow from the facts above.

The allocation sets the size. A template that buys with 98% of the sleeve places an order for nearly the whole allocation, and the per-order and per-position caps then apply.

The resting order is part of the position. Templates with a target keep a good-till-canceled limit order at Webull. Pausing the strategy or the connection stops the strategy from managing it, and the order stays visible in the Webull account until it fills or is cancelled.

There is no paper account at Webull, so the first real order from a strategy is the first order Webull sees. The dry-run mode and DeployQuant's own paper trading cover the earlier stages. The typed confirmation is the point at which money can move.

The backtest is one window of 5.74 years. It includes a strong period for leveraged funds. A template's median and its best fund are measurements of that window, and not forecasts. The RSI(14) mean reversion result on TECL is a good example of a number that depends on the window: it is the strongest in its row and far above the median of 3.0%.

Webull is one of three brokers supported today, with Schwab and Alpaca. Other brokers can be requested in the app. The Webull page and its siblings give the same template table with each broker's own order capabilities, so the differences between brokers show up in the order and time-in-force rows.

Other brokers

Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.