The invasion of the Indus Valley (modern Pakistan) by Alexander the Great remains a divisive topic, no thanks to the modern parallels drawn between the British Raj and nationalism that can complicate matters, but also how little information we have about the Greek presence in Ancient India.

As far as it appears, there are no contemporary accounts of Alexander's invasion written by Indian authors, and we barely have scraps of contemporary Greek accounts. While ancient india has a rich tradition of mythology and poetry, such as the Sanskrit Mahabarata, there doesn't appear to be any sort of written historical accounts until the Gupta period nearly 500-600 years after Alexander's death, where oral traditions were compiled into some sort of appropriate canon. Even then, no mention is made of Alexander.

What might be relevant, however, is the works that chronicle the life of a very important contemporary figure: Chandragupta Maurya, the first emperor of the Mauryan Empire. Chandragupta emerged almost immediately after Alexander's death in 323 BC, taking the capital of Pataliputra from the reigning Nanda Dynasty, and later building an extensive empire that eventually encompassed almost the entire Indian Subcontinent. The Greek sources like Justin and Plutarch stress a tradition of Alexander influencing Chandragupta in his imperial ambitions, but there doesn't appear to be any evidence of this in the later Indian sources, though no doubt Chandragupta must have been aware since he was apparently in Taxila with his mentor Kautilya/Chanakya during the invasion. The Mudrarakshasa, a play written by Hemachandra in the 5th/6th century AD, is among the earliest works to reference Chandragupta's origins, and although it doesn't mention Alexander it does mention King Porus/Paurava and Chandragupta's employment of Greeks (yauana) in his armies while besieging Pataliputra. Other than that, that's the closest reference.

Chandragupta's grandson, the famous Ashoka the Great, wrote a series of edicts following his conversion to Buddhism, and one of these stones was found in Kandahar in modern Afghanistan, written in both Aramaic and Greek, which indicated that there was a sizeable enough population of Greek speaking peoples, and directly referenced the other great kings of the Hellenistic world (Ptolemy II, Magas of Cyrene, Antigonus Gonatas, and Antiochus II). We have more records of the later Greek kings who invaded India, the Indo-Greeks, and specifically King Menander I, who is referenced in the Buddhist tradition as King Milinda as he was a convert during the mid 2nd Century BC.

Overall, it seems that Alexander the Great does not appear to have made a substantial impression in the Indian historical tradition, moreso through his Successors/Diadochi and later imitators that continued to foster mostly amicable relations with the Mauryans, and the later Indo-Greek Kings.