From tick to trade. The AlphaStar Trading Platform can help you!
AlphaStar is an end-to-end platform for NIFTY options: data capture, feature engineering, strategy research, statistical validation, and execution.
Pick one to highlight the parts written for you. Nothing is hidden.
All displays on this page use demo data.
Each stage feeds the next. Every stage has its own section below.
We build AI-assisted, statistically validated ATMs (Algorithmic Trading Machines): research, large-scale backtesting and automated execution.
We set up the same pipeline for you: an exact Python replica of your strategy, large-scale backtests on data you are licensed to use, and a one-time check on dates it has never seen, before any capital is used.
A terminal to trade from, and a simulator to practise on. While our platform comes readymade for day trading on NIFTY Options, any NSE or BSE security can be traded using the terminal with customization.
5-way input action hub
The chart trader with calls and puts side by side, shown on synthetic demo data. Select the screenshot to enlarge it.
Replay a recorded trading day, tick by tick, through the real terminal, at real time or faster.
Picks a recorded day and contract from a tick store, and streams it through the exact same terminal used live. For clients, it connects to tick data they are licensed to use. The day being replayed is kept out of indicator warm-up, ensuring the trainee cannot see the future.
Built to capture every tick of a live feed, check every trading day for gaps, and repair or flag what is missing. Held for our own research, never distributed.
Every NIFTY option tick is queued in RabbitMQ and written to the database by Celery workers, so a slow write does not lose ticks. Each day is archived while capture keeps running. Gaps in the feed itself are detected and recorded.
A daily 1-minute history is kept alongside the tick capture.
Option ticks, and longer-run index and volatility bars, kept to research and test our own strategies. None of it is distributed.
A daily health check reports on it. Long runs are supervised and restart from their last checkpoint.
Holidays, lot sizes, freeze quantities and session hours. The same file generates the Pine Script code.
A strategy only ever sees what it could have known at that second.
A slower timeframe is lagged one bar before it meets the 1-second grid. A test checks the stored data for it.
Each contract-day is written once, fingerprinted with SHA-256 and sealed read-only, so every result can be traced to the exact data it used.
We design indicator families, test ideas as logged studies, and drop most of them because they don’t meet their success criteria.
Two indicator families: P4, Prem’s Precision Power Parity, and MF, Minu’s Favorite. Each is read at 1-minute, 5-minute and 15-minute views, updated every second.
Stylised. Marker positions are illustrative.
MTFS2 stacks several timeframes into one decision. A second ACTIS line runs on 1-minute bars.
Our own library, written and kept in TradingView.
Most are rejected, and that is the point. 53 studies since September 2026, tracked in holdout and multiplicity ledgers.
Most of our engineering time goes here. A backtest that cannot be reproduced proves nothing.
Every trade is compared: entry and exit time, entry and exit price, and the result. A difference fails the check.
| Entry time | Exit time | Entry price | Exit price | Match |
|---|---|---|---|---|
| 10:14:07 | 10:21:43 | ₹000.00 | ₹000.00 | ✓ exact |
| 11:02:18 | 11:09:52 | ₹000.00 | ₹000.00 | ✓ exact |
| 12:27:30 | 12:33:16 | ₹000.00 | ₹000.00 | ✓ exact |
| 13:36:41 | 13:48:05 | ₹000.00 | ₹000.00 | ✓ exact |
Illustrative code
Each strategy we take forward has a Python replica, run on an engine that reproduces the Pine strategy engine’s next-bar fills, margin and commissions.
This is where the funnel narrows. Many ideas go in; at most three finalists reach the vaults, and each vault is read once.
Nothing on this page claims a strategy has passed. This is the path one must take.
Built for our own research, and the basis of our custom charting work. The trading terminal and its simulator are shown under Hands-on Trading. Select any screenshot to enlarge it.
Every trade or event of a study, overlaid on one chart with standard slice filters and distributions.
Shown on a synthetic demo study (made-up 2030 data).
Multi-pane charts in IST or UTC time, with high-resolution snapshot and export.
Redraws a strategy’s indicator plots for any past day from our own data, including expired contracts. Mark up and comment on any bar to annotate the chart.
Most of the platform’s latest code is written by AI coding agents guided by the code owner’s vision and specifications. A change is not done because the agent that wrote it says so. Every significant change goes round this loop:
The manuals are checked the same way. Numbers in them are tagged, and a script re-measures each one. A number that no longer matches, or that nobody has re-measured in n days, fails the check.
As of 27 Oct 2026
Senior IT Professional, and Entrepreneur with 25+ years of leadership spanning Enterprise Software Delivery, BI & Data Warehousing Architecture, International Business Development, and Multidisciplinary Ventures.
LinkedIn: linkedin.com/in/prem--srinivasan ↗We build custom trading terminals, broker API integrations, and quantitative validation pipelines for algorithmic and discretionary traders.
