Which course should I pursue after completing Diploma in electrical and electronics engineering?

You should do B.Tech via lateral entry. Diploma holders in any stream are eligible to take admission, in the second year of the course. They must have done their Diploma after 10th (3-year) with a minimum of 50% or after class 12th (2-year) and they need to qualify LEET. Various engineering colleges

If you want to do long term course then you should do B.Tech in electrical and electronics engineering and lots of short term courses are embedded systems, power system, MATLAB, VHDL, PlC and SCADA.