Orchestrator
Every module has an opinion. This turns them into one call, with the reasoning attached — and it will only act on an edge that has actually proved out.
Not six dashboards to reconcile in your head. One call, and what it's based on.
When the modules disagree, it says so rather than papering over it.
It cannot act on an edge that hasn't proved out — that limit is enforced server-side, not by the model's good behaviour.
Whatever you build here is tested against real market conditions and graded out-of-sample, so you always know whether it's working — on your own strategy, not a marketing figure. How the proof engine grades.
We don't publish what it reads, how it weighs it, or how the limit is enforced.
We publish what a module does and what it's for. We don't publish how it works. The method is the product — and anyone holding the method holds the product.
Evaluating this for a desk? Talk to sales and we'll go as deep as an NDA allows.
It advises. It never arms anything by itself.
- 01Many signals, one decision
Where several strategies speak at once, the orchestrator resolves them into a single position rather than stacking correlated exposure that looks like diversification and behaves like leverage.
- 02One signal, one vote
The same underlying signal arriving through two strategies counts once. Double-counting a single idea is the most common way a portfolio becomes accidentally concentrated.
- 03Advisory by construction
The orchestrator proposes. It has no authority to arm live trading, and that boundary is enforced in the engine rather than left to configuration.
Two strategies firing on the same underlying signal, with and without one-signal-one-vote.
- Positions opened without it
- same idea, same direction, double size2
- Positions opened with it
- 1
- Apparent diversification
- unchanged
- Actual risk
- halved
Running two strategies is not the same as holding two positions. Where they agree, the account is concentrated exactly when it feels most diversified — which is why the collapse to one vote is enforced rather than offered.
Every one of these is a thing we could ship and choose not to. They are here because the limits are the part of a research tool you actually have to trust.
Advisory only, enforced server-side rather than by a setting you might flip.
Correlated signals collapse to one vote.
One pipeline, one strategy shape end to end. What you backtest is byte-for-byte what papers and what exports — there is no re-implementation step where drift can hide.
The same learning system that runs our own research desk, pointed at your strategies. You choose which folders it may learn from. Improved copies must beat the original on forward paper trades before promotion is even offered — and a promotion that stops holding up is demoted back to testing by the evidence, never quietly kept.
Can the orchestrator place trades on its own?
No. It resolves competing signals into one recommended decision and stops there. Arming live execution is a separate, deliberate action that only you can take.
What happens when two of my strategies disagree?
The disagreement is surfaced rather than averaged. Netting a long against a short produces a position neither strategy asked for and that nothing was tested as — so the conflict is shown to you with both cases stated.
Does running more strategies make me safer?
Only if they are actually independent. Where several fire on the same underlying signal you hold one idea in multiple positions, which feels diversified and behaves like leverage. Collapsing those to a single vote is the orchestrator's main job.
Draw your rules on a canvas, or just describe them in plain English. Either way you end up with a strategy the platform can test, trade and grade like any other.
Bring a strategy you already run. An MT5 expert or a Pine script comes in and gets held to the same standard as everything else here.
It reads the chart the way you do — structure, swings, ranges, compression, the shape of the candles — and it reads it as of that bar, never with hindsight.
Most strategies aren't good or bad — they're good somewhere and bad somewhere else. This finds which conditions carry yours, and which quietly bleed it.
Every losing trade is evidence. This reads all of them, finds what they had in common, proposes a change to the rule — and proves the change before it ships.
A backtest tells you what a strategy would have made. This tells you whether its decisions were actually any good — against history it was never shown.
It goes to paper the moment it earns it. Live stays off until you turn it on — and you're the only one who can.
A decade of minute-resolution history across thirty instruments — the thing that decides whether a backtest is evidence or an opinion with a chart attached.
Edges decay. A strategy exported six months ago is quietly rotting on someone's terminal, and nothing tells them. This does.
Bring a strategy you already trade.
Test it yourself — or bring your desk's questions to us.
No card required · sales is for desks and teams