Module Library
Every module in SynthTrader is a self-contained signal processor with typed inputs, outputs, and tunable parameters.
Sources — The Oscillators
Source modules ingest real-time market data from connected venues and emit it as typed signals.
| Module | Description | Key Outputs |
|---|---|---|
| Price VCO | Real-time WebSocket price stream with venue selection | Last, Bid, Ask, Mid, Spread |
| Depth Scope | Order book depth analysis and imbalance detection | Bid Wall, Ask Wall, Imbalance, Spread |
| Trade Pulse | Aggregate trade stream with buy/sell classification | Price, Quantity, Buy/Sell Rate |
| Kline Generator | OHLCV candle stream with configurable interval | Open, High, Low, Close, Volume |
| MTF Sampler | Multi-timeframe data resampling | Resampled OHLCV at target timeframe |
| LLM Signal | AI-powered trading signal via Claude, GPT, or Ollama | Conviction CV, Updated trigger |
| Funding Rate | Perpetual swap funding rate stream | Rate, Annualised, Countdown |
Processors — The Filters
Processor modules transform raw signals into normalised indicators, smoothed values, and derived metrics.
| Module | Description | Key Parameters |
|---|---|---|
| SMA Filter | Simple/Exponential/WMA/Hull Moving Average | Period (2-500), Mode, CV Depth |
| RSI Oscillator | Relative Strength Index with conviction output | Period (2-100), Overbought/Oversold |
| Z-Score Normaliser | Standard deviation normaliser | Period (5-500) |
| Bollinger Envelope | Bollinger Bands with %B and bandwidth | Period, Multiplier |
| MACD Crossover | MACD with signal line and histogram | Fast, Slow, Signal periods |
| Volatility VCA | ATR-based volatility amplifier | Period, Mode (ATR/StdDev) |
| Order Book Pressure | Buy/sell pressure ratio from depth data | Depth levels |
| Rate of Change | First derivative / momentum oscillator | Period |
| Kalman Smoother | Adaptive noise reduction filter | Process noise, Measurement noise |
| VWAP Anchor | Volume-weighted average price | Anchor period |
| Trend Filter | Regime/trend-state classification | Period, Threshold, Mode |
| Money Flow | Money flow index and accumulation | Period |
| Regime Detector | ADX + Choppiness Index composite regime detection | ADX Period, CI Period, Threshold |
| Fair Value Aggregator | Multi-source fair value estimation | Mode (VWAP/Mid/Micro) |
| Python Script | Custom Python transforms via gRPC sidecar | Script, Timeout, Inputs |
| Basis Spread | Futures-spot basis spread calculation | Annualise flag |
| Option Pricer | Black-Scholes option pricing | Strike, Expiry, Risk-free rate |
Logic — The Gates & Sequencers
Logic modules make binary decisions, detect events, route signals, and manage state.
| Module | Description | Signal Types |
|---|---|---|
| Threshold Gate | Schmitt trigger with hysteresis | CV in → Gate out |
| Crossover Detector | Rising/falling edge detection on two signals | Audio/CV in → Trigger out |
| Logic AND | All inputs must be high | Gate in → Gate out |
| Logic OR | Any input may be high | Gate in → Gate out |
| Logic NOT | Signal inversion | Gate in → Gate out |
| Latch | Sample-and-hold on trigger | Audio/Trigger in → Audio out |
| Debounce | Cooldown / slew rate limiting | Trigger in → Trigger out |
| Priority Router | Conditional signal routing (MUX) | Gate/Audio in → Audio out |
| State Machine | Multi-state finite automaton | Trigger in → Gate/CV out |
| Signal Detector | Composite condition detector | Multi-signal in → Trigger/Gate out |
| Grid Engine | Ladder/grid order state logic | Trigger/Gate in → Execution out |
| Divergence Detector | Price-indicator divergence detection | Audio/CV in → Trigger out |
| Edge Filter | Rising/falling edge isolation | Gate in → Trigger out |
| Debate Arbiter | Multi-model consensus voting | CV in → CV/Gate out |
| Market Structure | Break of structure / change of character (SMC) | Audio in → Trigger/Gate out |
| Order Block | Institutional supply/demand zones | Audio in → Audio/Gate out |
| Fair Value Gap | Imbalanced price movement detection | Audio in → Audio/Gate out |
Risk & Execution
From Kelly criterion sizing to TWAP/VWAP execution, manage risk and execute with precision.
| Module | Description | Key Feature |
|---|---|---|
| Position Sizer | Dynamic position sizing (Fixed, Kelly, Volatility, Risk-Parity, CV) | 6 sizing modes, CV modulation |
| Stop Loss | Configurable stop loss (Fixed, Trailing, ATR) | 3 modes with percentage/ATR offset |
| Take Profit | Configurable take profit (Fixed, Trailing, Risk-Multiple) | 3 modes with R-multiple support |
| Execution Bridge | Translates gate/trigger signals into orders | Connects strategy logic to venue |
| TWAP Execution | Time-weighted average price algorithm | Slices large orders over time |
| VWAP Execution | Volume-weighted average price algorithm | Follows volume profile |
| Iceberg Execution | Hidden size order execution | Shows only visible portion |
| PVOL Execution | Participation of volume algorithm | Matches target participation rate |
| Smart Trail | Adaptive trailing stop with regime awareness | Tightens in trends, widens in ranges |
| Liquidation Guard | Perpetual swap liquidation prevention | Monitors margin and mark price |
| Delta Hedger | Automatic delta hedging for options | Maintains delta-neutral position |
Utilities
| Module | Description |
|---|---|
| Logger / Scope | Real-time signal visualization and logging |
| Attenuator | Scale and invert signals with gain control |
| Mixer | Weighted combination of up to 4 signals |
| Delay Line | Time-shift any signal by 1-1000 ticks |
| Splitter | Copy one signal to four outputs |
| Conviction Mixer | Blend multiple conviction CV signals with weights |
| Trade Memory | Records trade context, queries similar past trades via nearest-neighbour |
Platform Features
Click any cable to attach a probe. See sparklines for Audio/CV, timelines for Gates, event markers for Triggers. Pin scopes for persistent monitoring.
Monte Carlo simulation, walk-forward analysis, sensitivity sweeps, and parameter optimisation. Replay historical data through your strategy.
Any parameter on any module can be modulated by another module's output. Dynamic RSI periods, volatility-adjusted thresholds, regime-aware sizing.
39 pre-built strategy templates across 10 categories: momentum, mean-reversion, grid, scalping, market-making, statistical, and more.
Meta-strategy that detects market regime (trending/ranging) and automatically selects, deploys, and manages the right strategy.
Describe your strategy in natural language. The AI builder translates your description into a working module patch configuration.