The ship had 10 crew members and 25 armed security guards from India, Britain, Estonia, and Ukraine, coast guard officials said.
The coast guard detained the ship on Saturday after Indian security agencies received information about weapons being transported on the vessel.
Singh said the ship's crew told the coast guard that documents for the weapons were with the company.
Police said they filed the complaint after the crew failed to produce the documents over two days.
India is very sensitive about the presence of armed security guards on merchant ships after the shooting deaths of two fishermen by armed Italian marines last year.
The marines were part of a military security team on a cargo ship when they fired at the fishermen, mistaking them for pirates.
The two Italians are facing trial in India for the deaths.