The complete algorithmic trading ecosystem for Indian markets. Calibrate optimal trailing steps with our AI Quant Studio, deploy battle-tested models from the Alpha Marketplace, auto-trade Chartink screener alerts, replicate trades across brokers in <50ms, and optimize edge in the Trade Journal.
19+ Free LLMs & MFE
Chartink & 1-Click Algos
20+ Trailing Engines
Multi-Broker Copy
Behavioral Review & P&L
Paper Volume Sim
Live Orders Dispatched
Free AI Models
Average Order Routing
Specialized Algo Engines
Execution Uptime
Explore the modular suite designed for speed, risk containment, signal automation, and multi-broker scale.
Stop repeating costly emotional mistakes. AlgoTree's dedicated Trade Journal logs every live and paper trade with millisecond precision, highlighting psychological traps (FOMO entries, revenge trades, premature exits, rule deviations) alongside an interactive daily P&L calendar heatmap.
Eliminate parameter guesswork. AlgoTree's AI Quant Studio benchmarks active trades against 20 execution engines using 3-mode MFE/MAE excursions (Points, %, Ticks), OpenRouter free models, and direct Strategy Template generation to boost win rates.
Replicate trades across unlimited client or family accounts simultaneously. Configure custom lot multipliers, proportional capital allocation, and automatic slippage protection. 1 Master order instantly executes across Upstox, mStock, Zerodha, and Angel One.
Test payload generation live right here
Direct execution from Telegram channel alerts
Connect your trusted signal providers or private Telegram channels. Our intelligent natural-language parser automatically converts incoming buy/sell messages into verified broker orders in milliseconds.
1-Click execution overlay right on chart
Install our official Chrome Web Store extension to place multi-broker orders directly from TradingView charts with zero coding needed.
AlgoTree's AI Quant Studio analyzes tick-by-tick Maximum Favorable (MFE) and Adverse (MAE) excursions across 20 algorithmic engines in 3 precision modes (Points, %, Ticks), prescribing mathematically optimal stop-loss and trailing profit milestones in milliseconds.
Zero subscription friction. Connect directly via the OpenRouter Free Router (openrouter/free) to auto-route to Llama 3.3 70B, DeepSeek R1, Qwen 2.5, and Mistral β or plug your own OpenAI/Anthropic key with Fernet encryption.
Benchmark your active trade against 20 alternative execution models in real-time. Interactively switch contender engines, view projected profit uplift (βΉ), win-rate lift, and max drawdown mitigation before switching.
Zero indicator lag. Precision simulation in Points (pts) for index scalpers, Percentage (%) for equities, and Ticks for micro-structure β anchoring initial SL at 90th percentile MAE to avoid market noise.
Turn AI prescriptions into execution. 1-click save calibrated parameters straight into reusable Strategy Templates for live orders, or generate ready-to-paste TradingView & Webhook JSON payloads.
Live 3-Mode Excursion Simulator
Simulate in Points, %, or Ticks for index options and equity precision.
Multi-pass stress testing against tail-risk drawdowns and excursion outliers.
1-click save calibrated parameters to reusable templates or webhook JSON.
OpenRouter Free Meta-Router + Fernet-encrypted custom OpenAI/Claude keys.
Deploy battle-tested algorithmic trading engines and multi-stock screener alerts with 1-click execution. Zero coding required, full paper simulator & live broker support.
Automated webhook execution for multi-stock screener breakout alerts from Chartink. Features a 5-step validation pipeline: real-time symbol lookup, penny-stock filtering, alert cooldown, capital & option premium sizing, and automated bracket dispatch with live rejection telemetry.
High-probability 5-minute candle breakout and retouch engine with dynamic strike selection (ATM, ITM, OTM). Features automated support dip buy triggers, tick-size drift neutralization, and multi-tier progressive trailing stop-loss.
Monitors unrealized position P&L in real-time, locking in minimum guaranteed profit floors as target tiers are achieved while letting runners run. Features ATR volatility adaptivity to prevent premature shakeouts during turbulent market spikes.
Institutional risk containment engine. Executes disciplined multi-template trade allocations with dynamic circuit breakers, adaptive trailing shields, and automatic daily loss/target guardrails to protect capital.
Switch effortlessly between real broker orders and risk-free simulated ticks.
Edit lot sizes, breakout buffers & multipliers live without restarting deployments.
Inspect lifecycle state from Idle & Level Calculation to Trade Triggered.
Millisecond execution telemetry, rejection reasons, and historical audit logs.
Explore active market strategies, view stage timelines, and start testing in paper mode.
Deploy ready-to-use institutional risk and momentum models with dynamic percentage trailing, or benchmark any strategy using our AI Quant Studio to discover optimal SL/target clusters.
High-frequency candle spike momentum harvester designed specifically for rapid index option premium expansion in NIFTY & BANKNIFTY.
Rides fast breakout trends by incrementally ratcheting up stop-loss at predefined profit milestones to protect gains while letting runners run.
Volatility-responsive step algorithm that adjusts trailing distances dynamically based on market volatility (ATR) and tick speed.
Monitors position unrealized P&L in real-time, locking in minimum guaranteed profits as target profit tiers are achieved.
Institutional defense algorithm that progressively tightens stop-loss levels during violent reversals to safeguard accumulated capital.
Instant position flipping algorithm that squares off long positions and immediately enters short (or vice versa) on opposite alerts with zero latency.
Detects explosive candle volume and premium spikes, triggering instant market profit taking before mean reversion occurs.
Tiered capital guardian that locks stop-loss at breakeven after Milestone 1, and tightens trailing steps progressively at Milestones 2 & 3.
Fractional target scaling (T1, T2, T3 partial profit exits) with dynamic point-based trailing SL management.
Institutional multi-step profit taking supporting both Lots and Percentage allocation with smart ratio parsing, decaying runner quantity, and dynamic trailing.
How AlgoTree securely processes an incoming alert into a multi-broker execution in under 50 milliseconds.
TradingView / Python
Option Strike Resolver
Capital & Max DD Check
Multi-Account Dispatch
Sub-50ms Confirmation
Dynamic Trailing SL Active
Supported Indian Stock Brokers & Auto-Login Engine
1-Click Instant Sign In
Zero-Delay Async Engine
Zero-Touch Session Refresh
Automated Intraday Liquidation
Instant Dynamic Activation
Choose the tier that matches your trading volume and strategy complexity.
Ideal for beginner algo traders and paper trading.
Includes 5 Paper Trades / Day, 1 Connected Broker Account, basic execution engine & full paper trading simulator with 30 days of full access. Zero credit card required.
Everything you need to know about AlgoTree.
openrouter/free), providing access to 19+ state-of-the-art open models (like Llama 3.3 70B, DeepSeek R1, Qwen 2.5, and Mistral) with up to 200,000 context tokens at $0 cost. Furthermore, the platform features a 100% offline mathematical quantile optimizer fallback that functions locally without requiring external API access. If you prefer your own models, you can also bring your own OpenAI, Anthropic, or custom endpoint API key seamlessly.
Interested in automated strategies, Chartink screeners, TradingView webhooks, or custom execution rules? Reach out directly β our quant team responds personally.
Have specific custom algo requirements or broker integration queries? Write to us.
Execute orders directly from TradingView charts without typing any webhook syntax. Get our verified official Chrome Extension today.