DESLARGE Brain
15-regime tape classifier over 48 features. 5-second cadence. MTF confluence across 1m / 5m / 15m. Recalibrated every trading night at 15:45 IST — thresholds adapt to the market that just closed.
One keystroke. Every module. DESLARGE is the autonomous trading desk for India — options, futures, equities, and commodities. Brain, Radar, Confluence, AI advisor, fee-aware exits, trade diary, trading calendar, eight independent kill-switches. All wrapped around your broker account. All under a single shortcut.
Better signals.
Better tips.
Better gurus.
One desk that does it all — and stops you when you're wrong.
From tick arrival to trigger evaluation — under one millisecond, by design and by test. No async I/O on the hot path. No database call between "price moved" and "decision made." Your stop fires the instant it should, not when the event loop can spare a cycle.
● Trigger evaluation numbers are enforced by
drift-monitor-hot-path-invariant.test.ts — merge is blocked if any future change adds I/O to the tick path.
Engineering metrics from the platform itself — codebase scale, test depth, intelligence surface. We do not advertise trading returns; trading carries risk, and past results do not predict future performance.
Most retail traders open six tabs: one for charts, one for option chains, one for P&L, one for news, one for journaling, one for the broker. DESLARGE collapses every one of those into a single terminal — and the terminal trades for you when you let it.
Each module is independently tested, individually toggleable, and speaks the same clean internal bus. Turn any one off without breaking the rest. Drag a row to explore — it keeps moving on its own.
15-regime tape classifier over 48 features. 5-second cadence. MTF confluence across 1m / 5m / 15m. Recalibrated every trading night at 15:45 IST — thresholds adapt to the market that just closed.
Direction-relative scoring across five independent sources — Brain 30%, Structure 25%, Lab 20%, Tape 15%, Cross-index 10%. Two modes: Precision Lock (all agree) and Quick Strike (any triggers).
Ten real-time edge detectors at 1-second cadence on NIFTY and BANKNIFTY chains. Theta windows, GEX regime flips, OI walls, gamma flip zones, max-pain pins — all Confluence-gated before auto-execute.
A quick-read tier for answers in seconds and a deep-reasoning tier that walks you through the full chain-of-thought across the chain. Or let the Signal Engine auto-execute DESLARGE AI's verdict.
Now its own page (sidebar entry beneath Radar). Multi-leg P&L with 500-step lognormal POP at Analyst tier; Stress Grid + Theta Timeline + Greeks Profile unlock at Trader; Structural Levels + Breeden-Litzenberger implied density at Pro; Spread Auto-Average and Calendarized 6-leg LizardMod templates round out the matrix. Execute the whole N-leg structure atomically as one cycle.
Sits at the bottom of the Payoff Zone (Elite-only). Central scanner runs 13 spread templates × 6 underlyings × multi-expiry every 5 seconds and only computes computePayoff() once per input tuple — fits in 94% of one CPU core at 100 active users. Per-user filter engines apply your POP / EV / R:R / margin / bias gates and surface high-score opportunities as click-to-load cards. Enable Auto-Execute and the desk fires through seven pre-flight gates before any broker order.
Every structure. Every width. The full template registry swept against the live chain and ranked by EV, R:R, or PoP — with max loss and R:R visible on every row under every sort, so the tail never hides behind a flattering metric. One click loads any result straight into the Analyser.
Adaptive staged averaging and pyramiding. The desk picks the right strike each round based on Greeks and spot — not just "walk deeper ITM." Blended entry tracks live; each leg carries its own broker-side SL.
Averaging and pyramiding rungs can demand the real order book, not the last print. Side-correct by construction — a buyer confirms on the ask (the price you can actually buy), a pyramid on standing bids (real demand, immune to your own fills printing at the ask). A two-frame double-touch debounce means one flickered quote can never fire a rung; a missing or stale book side falls open to LTP and discloses it.
Price gapped past three unfired rungs at once — now what? You choose the doctrine: refire every breached rung, consume — one fire, skipped rungs count against your round cap, or extend — one fire, skipped rungs reappear at the ladder bottom. The quantity multiplier is pinned to actual fills, so a gap can never inflate your size. Replay recorded gap days in the backtester before going live.
Greeks-enhanced dynamic target replaces your static TP when gamma, theta, and time-squared signal asymmetric upside. Adaptive Trailing Target rides the trend past TP with a configurable pullback — exit on reversal, not the flat line.
Hold one CE and one PE on the same instrument under the same preset, and Keep Hopping keeps them in play. The moment either side exits — target, trailing stop, anything — it re-enters that same side at the strike whose live premium is nearest the other side's original entry. A two-cycle ping-pong that runs itself until you turn it off or your Portfolio target/stop trips. Fail-closed, hard 5-second deadline — never one-legged for long.
Tick replay on real tape with Brain scores, 48 features, regimes, Greeks. Eight filter types, AND/OR composition, walk-forward optimiser, Monte Carlo (3 methods), correlation analyzer, position-sizing sandbox. Deploy any passing combo to live with one click.
Greeks-adaptive SL. Tightens when gamma is running against you and you're bleeding too fast; loosens when theta is about to compound in your favour. v2 computes a Greeks-override price floor — mode-agnostic, identical in BUY and WRITE, bracketed to your static SL so it can never run away. Your stop is contextual, not a dumb 20% haircut.
Every book side carries its own last-quote timestamp, stamped only by raw frames that actually carried a price. On an exit decision, a side that has gone quiet is not trusted — the engine falls back to LTP, so a stale bid can mask nothing: stops fire earlier or on time, never later. Every SL fire logs its price provenance — src=BID@0.8s.
A fill the broker later rejected does not close your leg — every exit is re-classified against the broker, and a still-open position is never marked closed. On fill timeouts the desk polls the broker's own trade book for the real traded price instead of estimating from a cached tick. Born from a real forensic where the estimate and broker truth diverged by ₹93,000 on one cycle.
Before a multi-leg spread reaches the broker: SPAN + ELM + 16-scenario scanning risk computed per structure and checked against your live available margin. A shortfall is a hard block up front — not a rejected leg discovered mid-fill with half the structure open. We verified the broker's margin API against real production responses instead of trusting its field labels.
All 133 of the broker's published error codes, classified into behavioural buckets — retry-safe, terminal, auth, operator-action. On an order write, exactly one code is ever retried, because a failed write may have been silently accepted. An unknown code is treated as a rejection, never a retry. And every kill switch in the desk declares which way it fails — and why.
A failed or partial hedge is loud, never silent — banner, alert, and a one-click RETRY HEDGE that re-derives what still needs hedging server-side under its own lock, so a double click can't double-hedge. If the broker confirms a margin rejection on the hedge, the whole tranche retracts — the cycle returns to the exact state it held before that round.
Two vetoes mined from the desk's own decision telemetry: averaging is hard-blocked when position vega runs high or the close is under an hour away — the rescue-average cohort that loses the most. Both fail open, never blocking on a missing reading. Timed Exit is the desk's earliest exit — Priority −1, ahead of every stop — and needs no price at all, so it fires even when every leg has gone dark.
Sole authority for finding the next clean strike. On collision, walks the chain outward (CE up, PE down) until a free slot is found — applies to primary, hedge, AVG, and pyramid legs uniformly. Never falls back to the colliding strike — aborts intent or skips hedge if the chain is exhausted.
Broker-vs-DB reality check. Event-driven 3-second verify after every trade action, plus a 60-second safety-net sweep. Catches manual broker closures, auto-liquidations, and ghost cycles before they fire an invalid order.
Every TP and SL is pre-computed with the full 7-component SEBI schedule — brokerage, STT, stamp, TOC, SEBI, clearing, GST. The price you see is the price that nets profit after the broker takes their cut. Budget 2026 STT auto-switches April 1.
Atomic staged entries, depth-based trailing stops, operation locks with 60-second TTL dedup, 3-attempt retry ceiling, per-cycle intent registry. Full broker v2 order + query stack with every error code classified; auto-auth signs the desk in before the bell.
Every cycle, every fill, every fee, every regime tag — written to the diary automatically. Export to CSV, Excel, or a 9-page branded PDF. Edge Discovery reads the diary and tells you which setups are paying, which are bleeding.
Built-in NSE / BSE / MCX calendar. Every engine checks holidays and session hours before firing. Auto-Auth at 07:31 IST gets your broker signed in and WS subscribed before the bell rings. Non-trading days pause cleanly.
Straight captures of the running platform. No renders, no composites — the same desk you get on day one.
THE LAB · LIVE OPTION CHAIN — IV · GEX · MAX PAIN · EXPECTED MOVE
The live option chain — per-strike IV, OI, volume, GEX regime, max pain and expected move, streaming through the session.
Every order crosses eight independent checks. Any one of them can stop the desk. All eight refuse to fire in unison — by design.
Start free, upgrade when the desk pays for itself. Every tier carries a monthly credit grant that meters AI usage (Advisory, Signals, Tape, Backtest, Monte Carlo) — pay for what you use, top-up anytime via Razorpay packs (90-day expiry, drain-first FIFO). Every plan includes eight safety layers, broker bridge, and auto trade diary.
Fourteen years of live trading and years of building tools — distilled into this production rewrite, shipped daily against a live broker account (& counting). Nine patentable methods on the core algorithms, and a fee-aware backtest harness that ran 24 days of real options tape before we trusted a single filter combination.
Dental Surgeon and Medical Cosmetologist by training (BDS, FMC), programmer and active trader by practice — fourteen years across equities, futures, and options on NSE, BSE, and MCX. DESLARGE started as the terminal Gaurav wanted when he kept watching disciplined setups lose to execution lag, fee-naïve targets, and manual fatigue. Every module on this page was designed against his own book first — the trailing stops, the regime brain, the staged averaging, the fee-aware exits, the drift guard. Live on his own capital, across every instrument, before it shipped to yours — with new patches and modules shipping weekly, still.
What the desk is, what it is not, and the constraints worth knowing up front. If your question is not here, email the desk and a human replies.
A trading intelligence desk for Indian markets — NSE, NFO, BFO and MCX. It connects to your broker account and runs the parts of trading that reward consistency over judgment: entries, stop-losses, targets, trailing, averaging, pyramiding and hedging, all evaluated tick by tick. It is one platform rather than a stack of disconnected tools, and it is built and run by a trader who uses it on his own account daily.
Traders who already know what they want to do and are tired of doing it by hand — watching a screen to move a stop, missing an average because they stepped away, or fat-fingering an exit. It is not a signal-selling service and it will not tell you what to buy for a guaranteed profit. If you do not have a strategy, this will automate not having one.
Create an account, connect your broker, and start on the free tier in paper mode. Paper mode is a full simulation — same engine, same triggers, same fee maths — with no real money at risk. Run a strategy there until its behaviour is boring and predictable, then switch to live. There is no obligation to ever switch.
Jainam today, and only Jainam. The broker layer is written against a common interface so additional brokers are an integration rather than a rewrite, but nothing else is live right now. If you trade elsewhere, paper mode still works end to end — it does not require a broker connection to be useful.
Only where the orders go. Paper mode routes to an internal simulator; live mode routes to your broker. Cycle management, trigger evaluation, fee calculation and P&L accounting are the same code in both. The two books are kept completely separate — separate positions, separate capital tracking, separate history — so paper results can never quietly contaminate your live numbers.
Yes. Index and stock options are the deepest surface, but futures and cash equity work too, across NSE, NFO, BFO and MCX. Some option-specific features — Greeks-driven exits, hedging geometry, payoff analysis — only apply where they make sense.
DESLARGE is execution software, not investment advice, and it is not a SEBI-registered research analyst or investment adviser. Nothing on the platform is a recommendation to buy or sell. On the algo-trading side, SEBI and the exchanges run a formal empanelment process for algo providers, and the work it requires — order tagging, audit trails, static IP, documented change control — is tracked as an explicit workstream rather than assumed. You trade your own account, on your own decisions.
Five tiers, starting free, billable daily, monthly or annually. Every tier includes a monthly grant of credits that meter AI usage — advisory calls, autonomous scans, tape analysis, backtests — so you pay for the compute you actually consume rather than a flat surcharge. Credit top-up packs are available anytime and expire after 90 days, drain-first. Full breakdown in Pricing.
Credits meter the AI and heavy-compute work — advisory calls, autonomous scans, tape analysis, backtests, Monte Carlo runs. Ordinary trading does not consume them: placing orders, stop-losses, targets, trailing, averaging, pyramiding and hedging are all part of your plan and cost nothing per action. Only the compute-expensive, AI-backed features draw down credits, and each one is priced individually — a quick analysis costs a couple of credits, a deep one costs more, a large backtest scales with the number of bars it replays. You see the cost before you spend it.
Every tier includes a monthly grant that refreshes with your billing period: 200 on Free, 1,000 on Analyst, 6,000 on Trader, 25,000 on Pro and 60,000 on Elite. For most traders the grant is the whole story and top-ups never come up.
If you do run out mid-month, top-up packs are one-off purchases that stack on top of the grant — Sip ₹299 / 800 credits, Refill ₹999 / 3,000, Bulk ₹3,499 / 12,000, Whale ₹7,999 / 26,000. Bigger packs carry a steeper discount per credit. Packs are valid for 90 days and are spent first, before your monthly grant, so the credits with an expiry date are always the ones being used up rather than quietly lapsing.
Running out does not disturb an open position. Background AI features pause themselves, tell you why, and resume automatically the moment a top-up lands or the next monthly grant arrives — your trades, triggers and stops keep running throughout, because none of them depend on credits.
A genuinely free tier, not a countdown trial. It includes the terminal, the full strategy engine — targets, stops, trailing, averaging, pyramiding, hedging — paper trading, and a monthly credit grant for AI features. The paid tiers add the autonomous engines, deeper analytics and larger credit grants.
Cancel from your account page; the subscription runs to the end of the period you already paid for and does not auto-charge again. Your trade history stays exportable. Payments run through Razorpay — refunds follow the terms shown at checkout, and if something is genuinely wrong on our side, email the desk.
Broker credentials are encrypted at rest using a key-derivation scheme rather than a bare hash, and the broker session file on disk is encrypted too. Sessions are cookie-based with signed tokens and are revoked on password change. Every account is isolated at the query level: each request is scoped to its own user, and each user gets an isolated runtime with its own broker connection and engine. Server logs redact credentials, tokens and account identifiers.
Positions live at your broker, not inside DESLARGE — an outage here does not close or abandon them. On restart the engine reloads open cycles from the database, re-subscribes their market data, and reconciles against the broker's actual book; if the two disagree it refuses to act and surfaces the divergence rather than guessing. Trailing-stop peaks are persisted, so a restart does not reset a locked-in floor. The honest limit: this is a single-region deployment with no formal SLA, and any stop you truly cannot afford to miss should also exist at your broker.
Only if you switch on an autonomous engine and explicitly arm it, and those sit on the higher tiers. Everything autonomous is bounded — position caps, daily loss limits, cooldowns, trading-hour windows and a circuit breaker — and every fire is written to an audit trail you can read afterwards. A new account trades nothing until you click.
Yes — CSV, Excel and PDF, with the full fee breakdown per trade across all seven statutory components. Your records are yours, including after you cancel.
No native app. The web app is responsive and the terminal, positions and dashboard are usable on a phone, but the desk is built for a real screen and the heavier analysis surfaces assume one.
Use the reset link on the sign-in page; a password change signs out every existing session. For anything else there is an in-app support ticket system, or email the desk. Support is a small team, so replies are human and occasionally slow rather than instant and templated.