This may be considered the ultimate directive of Stoicism, its answer to the question: "How should we live?" Taken in itself it seems rather vague guidance, however.
There are some systems or theories of ethics that purport to set forth a single rule to govern us in moral conduct or making moral judgments. The quasi-hermit Kant, who seemed (naturally enough, perhaps, given his very limited experience of the world) to think it necessary to develop such a rule to avoid the horror of having to make judgments on a case-by-case basis, came up with his categorical imperative. The Utilitarians manufactured (it seems an appropriate word) the principle of utility. It would certainly be convenient if we had one rule on which we could rely whenever decisions are to be made. Then we could avoid thinking, which is such a chore for us all. It in any case seems that we have, throughout our history, sought for single rules and explanations for those things, questions and problems that concern us.
This seems a hopeless quest in most cases, though. The classical Pragmatists thought there can be no single rule where moral judgments are concerned. They valued thinking and the application of intelligence, which Dewey called "inquiry." Rules such as the categorical imperative, the principle of utility, the Golden Rule, may all provide guidance to us in our decision making, but they should be considered guidelines, not rules or laws to be relentlessly and absolutely applied in all cases regardless of the circumstances. Moral judgments are practical decisions; they should not be based on some absolute law or injunction. Each ethical problem we encounter will be unique, as we will not encounter exactly the same circumstances in each case. We consider the situation in the context of our history, various norms cultural and otherwise, our desires, means and ends, past decisions and their consequences, we employ our intelligence, make a decision and take the results into consideration in making future decisions.
Does Stoicism make the same attempt to establish one rule to be employed in all cases? "Live according to nature" seems vague indeed, but some clarification is provided by the Stoics, and it will be seen this directive can be very broad. Living according to nature apparently includes discerning things in our control and things out of our control, focusing on what we can control and remaining indifferent to what is not. It requires the employment and development of our reason, which is peculiar to human nature (and traditionally said to be the part of the divine in which we share). It mandates that we recognize ourselves as citizens of the world, that we honor the "brotherhood of man." It teaches us not to be acquisitive or selfish, i.e. to seek and obtain mere things.
By living in accordance with nature, we perceive ourselves to be parts of nature, parts of the universe, and rather small parts at that. Wealth, glory, power, popularity, domination all appear insignificant in that context. Our acknowledgment we are parts of the universe encourages us not to see other parts of the universe as subject to our exploitation, i.e. as there exclusively for our use and enjoyment.
The dictum "live according to nature" may most sensibly be seen not as a single rule, but as encompassing various guides to living--not only to achieve personal tranquility but to beneficially interact with other parts of the universe, not merely humans but other creatures and things. The criticism sometimes made of Stoicism, that it is essentially selfish, is unfounded as Stoicism is based on considering life from a universal perspective, and such a perspective renders selfishness infantile.