Ok, I play with some metal heads that love thrash usually once a week... Here is how I compose.
First off, I listen to what others have done. I learn their picking style, their palm muting technique, their tremolo picking technique, determine what scales are commonly used.
Then 99% of the time the thrash song is in a minor key.
So pick something easy, like Em. Use the pedal tone of the open E string and mess around. Go fast, go slow, play chunky, play muted, alternate pick a line, throw a scale run in there.
Take a melody in your head and figure it out note for note. If you can't do that start studying intervals and what the distances between them sound like. This helps two fold: A - you can take the music from your head and put it down on guitar B: You can figure out other peoples songs very easily. Ear training is very important.
Eh, just my two cents on the subject.
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