Chart, automate and execute from one platform built for Indian markets. The Pro Terminal gives you up to 8 linked charts, 115+ indicators, order-flow footprints and automatic ATM/ITM strike legs. Deploy 20+ execution engines, 5 marketplace algos and Confluence autonomous bots, then let the AI Studio, Trade Journal and TradeSync sharpen and scale the edge.
8 Charts • 115+ Studies
Autonomous Multi-Condition Bots
5 Deployable Algos
MFE/MAE Optimization
Lots • Multiplier • Cap
Linked Chart Slots
Terminal Layouts
Chart Indicators
Execution Engines
Marketplace Algos
Broker Integrations
Explore the modular suite designed for speed, risk containment, signal automation, and multi-broker scale.
A full OpenAlgo canvas terminal inside your trading stack: seven grid layouts up to 8 linked charts, 115+ indicators, a shared drawing rail, workspaces, bar replay and indicator / price / profile alerts. Footprint, TPO and volume profile are computed in-browser, while automatic ATM or ITM CE/PE legs resolve from the live instrument master.
Build always-on bots from an AND/OR condition tree, then let the engine evaluate live ticks with CEโPE mirror legs, a multi-bar coincidence window, footprint and delta filters, and per-bot daily quotas.
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.
Broadcast one master order to approved followers with per-account lot multipliers and a hard max-lot ceiling per subscription. Providers approve each request, followers choose paper or live execution, and stop-loss and target changes propagate automatically across accounts.
Test payload generation live right here
quantity is sent in lots and multiplied by the exchange contract lot size. template must match a saved strategy template.
Trade alerts and emergency controls wherever you are
Receive fills, stop-loss modifications, strategy errors and a daily P&L summary over Telegram, email or Discord. The Flutter companion app adds a live P&L dashboard, trade monitor, offline cache and a one-tap panic button that squares off every open position.
1-Click execution overlay right on chart
Install the AlgoTree TradingView Bridge to place paper or live multi-broker orders from a floating in-chart panel. It auto-detects the active TradingView symbol, loads your saved strategy templates, and shows connection health without leaving the chart.
The Pro Terminal is a professional charting desk built on the OpenAlgo canvas: linked crosshairs and intervals, a shared drawing rail, footprint and profile studies, automatic option legs and an order ticket that understands contract lot sizes.
Single, vertical/horizontal split, three-panel, quad, six and eight-chart grids. Layout choices persist per browser.
Full OpenAlgo indicator library with overlays, oscillators, session breaks and custom AOM studies rendered on canvas.
One rail for the focused chart with tools, magnet, lock, undo/redo and pinned favourites. Save workspaces and indicator sets.
Bid/ask footprint, delta flip, imbalance zones, TPO profiles and session volume profile with POC/VAH/VAL levels.
Resolve a CE/PE pair from spot, pick ITM depth 1โ10, expiry and the instrument-master strike gap, then load both into the grid.
Indicator, price and profile-level alerts, bar replay, and per-slot Buy/Exit tickets that size orders in contract lots.
Linked grid • shared drawing rail
Sync symbol, interval, crosshair and time across every linked chart slot.
Order tickets and webhooks take quantity in lots and multiply by the contract lot size.
Save chart grids, studies and auto-leg rules, then reload the same desk in one click.
Replay past sessions bar by bar to study entries, exits and trailing behaviour.
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 โ 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 (โน), 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 โ 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.
3-Mode Excursion Simulator • Sample Output
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.
Confluence bots watch live Redis ticks against a multi-condition rule tree and act only when your confluence is complete. Build long or short option logic, mirror it across CE and PE, and keep every autonomous decision auditable.
Combine indicator, price-action, order-flow and higher-timeframe-close filters into one primary trigger with any number of supporting filters.
Evaluate a primary CE/PE leg and its mirrored opposite simultaneously โ whichever side completes first becomes the winning leg.
Require filters to match on the exact trigger bar or allow a wait of several bars, so entry logic is not hostage to one candle.
Gate entries on footprint delta, imbalance and absorption conditions rather than price alone.
Simulate a bot on the live feed in paper mode, then cap real entries with a per-bot daily trade quota.
Disarm every bot instantly with one switch. Each evaluation and execution is recorded with its winning leg and reason.
CE โ PE mirror • footprint filter
Test-fire always runs in paper mode. Live bots are capped and audited.
Deploy five curated engines โ SMC break-of-structure, RSI reversion, ITM premium levels, recovery cycles and Chartink screeners โ each with a paper/live switch, plan-aware access and an audited execution trail.
Repaint-proof 5-minute break-of-structure with locked swing pivots (red/green lines), retest confirmation and dual strike resolution. A soft structural stop exits early on a close back through the level, while a hard emergency stop clamps risk from the breakout candle.
A configurable RSI oscillator engine that enters on oversold crosses and reverses on overbought crosses. Period and thresholds are tunable per deployment, and every position is managed by your chosen AOM stop-loss and target template.
Watches a CE and PE contract from the underlying's opening reference, then executes on ITM premium-level breakouts. Strikes resolve automatically from the instrument master or accept manual contracts, with a daily trade cap and rejection backoff.
An event-driven webhook engine that takes an initial position with your primary template. If the cycle closes at a loss, it switches to a recovery template and re-enters at a configurable multiplier โ capped by a maximum recovery-step circuit breaker.
Turn Chartink scan alerts into validated orders through a 5-step pipeline: live symbol lookup, penny/price-band filtering, anti-burst cooldown, capital-based sizing with a lot cap, and bracket dispatch with rejection telemetry.
Save any SL/target configuration as a reusable strategy template, then fire it from TradingView, Chartink, Python or the Chrome bridge. Quantity is accepted in lots and converted with the contract lot size.
Switch effortlessly between real broker orders and risk-free simulated ticks.
Tune parameters and lot sizing between runs, then pause, resume or stop any algo instantly.
Follow each deployment from signal and level calculation through order dispatch.
Rejection reasons, trigger payloads and historical execution logs stay inspectable.
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.
Webhook ยท Chart ยท Bot
Lots ร Size ยท ATM/ITM
Quota ยท SL / Target
Per-User Static IP Route
Paper or Live
Trailing SL ยท TradeSync
Broker Integrations • Per-User Static-IP Routing
Live order paths route through your own isolated static IP โ never a shared outbound IP
Each user gets an isolated static IP for broker order routing. Broker credentials are Fernet-encrypted and orders are scoped to the owning tenant.
Additional broker integrations are evaluated case by case. Ask us about yours.
Google sign-in & CSRF
Async pub/sub engine
Upstox token refresh
Intraday square-off
Plans & invoices
Encrypted credentials
Per-tenant routing
Code + DB + Redis
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, the full Pro Terminal and paper simulator for 30 days. No 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 โ 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.