Add market structure break indicators

Author: MDUYN

README.md

@@ -48,6 +48,7 @@ pip install pyindicators
   * [Fair Value Gap (FVG)](#fair-value-gap-fvg)
   * [Order Blocks](#order-blocks)
   * [Market Structure Break](#market-structure-break)
+  * [Market Structure CHoCH/BOS](#market-structure-chochbos)
 * [Pattern recognition](#pattern-recognition)
   * [Detect Peaks](#detect-peaks)
   * [Detect Bullish Divergence](#detect-bullish-divergence)
@@ -1191,6 +1192,84 @@ The `market_structure_ob` function additionally returns:
 
 ![MARKET_STRUCTURE](https://github.com/coding-kitties/PyIndicators/blob/main/static/images/indicators/market_structure_ob.png)
 
+#### Market Structure CHoCH/BOS
+
+Market Structure CHoCH/BOS (Fractal) is a Smart Money Concept indicator that uses fractal detection to identify swing points and distinguishes between two types of structure breaks:
+
+**CHoCH (Change of Character):** A trend reversal signal that occurs when price breaks a swing point in the **opposite direction** of the current trend.
+- Bullish CHoCH: Trend was bearish, price breaks above swing high (reversal to bullish)
+- Bearish CHoCH: Trend was bullish, price breaks below swing low (reversal to bearish)
+
+**BOS (Break of Structure):** A trend continuation signal that occurs when price breaks a swing point in the **same direction** as the current trend.
+- Bullish BOS: Trend is bullish, price breaks above swing high (continuation)
+- Bearish BOS: Trend is bearish, price breaks below swing low (continuation)
+
+This indicator also tracks dynamic support and resistance levels based on the swing structure.
+
+```python
+def market_structure_choch_bos(
+    data: Union[PdDataFrame, PlDataFrame],
+    length: int = 5,
+    high_column: str = 'High',
+    low_column: str = 'Low',
+    close_column: str = 'Close',
+    choch_bullish_column: str = 'choch_bullish',
+    choch_bearish_column: str = 'choch_bearish',
+    bos_bullish_column: str = 'bos_bullish',
+    bos_bearish_column: str = 'bos_bearish',
+    support_column: str = 'support_level',
+    resistance_column: str = 'resistance_level',
+    support_broken_column: str = 'support_broken',
+    resistance_broken_column: str = 'resistance_broken',
+    trend_column: str = 'market_trend'
+) -> Union[PdDataFrame, PlDataFrame]:
+```
+
+Example
+
+```python
+import pandas as pd
+from pyindicators import (
+    market_structure_choch_bos,
+    choch_bos_signal,
+    get_choch_bos_stats
+)
+
+# Create sample OHLC data
+df = pd.DataFrame({
+    'High': [...],
+    'Low': [...],
+    'Close': [...]
+})
+
+# Detect CHoCH and BOS signals
+df = market_structure_choch_bos(df, length=5)
+print(df[['choch_bullish', 'choch_bearish', 'bos_bullish', 'bos_bearish', 'market_trend']])
+
+# Generate trading signals
+# 2 = bullish CHoCH (strong reversal), 1 = bullish BOS (continuation)
+# -1 = bearish BOS (continuation), -2 = bearish CHoCH (strong reversal)
+df = choch_bos_signal(df)
+reversal_signals = df[abs(df['structure_signal']) == 2]
+
+# Get statistics
+stats = get_choch_bos_stats(df)
+print(f"Total reversals (CHoCH): {stats['total_choch']}")
+print(f"Total continuations (BOS): {stats['total_bos']}")
+```
+
+The function returns:
+- `choch_bullish` / `choch_bearish`: 1 when CHoCH detected (trend reversal)
+- `bos_bullish` / `bos_bearish`: 1 when BOS detected (trend continuation)
+- `support_level` / `resistance_level`: Current S/R level prices
+- `support_broken` / `resistance_broken`: 1 when S/R level is broken
+- `market_trend`: Current trend direction (1=bullish, -1=bearish, 0=neutral)
+
+**Trading Strategy:**
+- CHoCH signals are stronger (trend reversals) - good for counter-trend entries
+- BOS signals are trend confirmations - good for trend-following entries
+- Use support/resistance levels for stop loss placement
+
 ### Pattern Recognition
 
 #### Detect Peaks

pyindicators/__init__.py

@@ -15,7 +15,8 @@
     fair_value_gap, fvg_signal, fvg_filled,
     order_blocks, ob_signal, get_active_order_blocks,
     market_structure_break, market_structure_ob,
-    msb_signal, ob_quality_signal, get_market_structure_stats
+    msb_signal, ob_quality_signal, get_market_structure_stats,
+    market_structure_choch_bos, choch_bos_signal, get_choch_bos_stats
 )
 from .exceptions import PyIndicatorException
 from .date_range import DateRange
@@ -92,5 +93,8 @@ def get_version():
     'market_structure_ob',
     'msb_signal',
     'ob_quality_signal',
-    'get_market_structure_stats'
+    'get_market_structure_stats',
+    'market_structure_choch_bos',
+    'choch_bos_signal',
+    'get_choch_bos_stats'
 ]

pyindicators/indicators/__init__.py

@@ -33,7 +33,8 @@
 from .order_blocks import order_blocks, ob_signal, get_active_order_blocks
 from .market_structure import (
     market_structure_break, market_structure_ob,
-    msb_signal, ob_quality_signal, get_market_structure_stats
+    msb_signal, ob_quality_signal, get_market_structure_stats,
+    market_structure_choch_bos, choch_bos_signal, get_choch_bos_stats
 )
 
 __all__ = [
@@ -93,5 +94,8 @@
     'market_structure_ob',
     'msb_signal',
     'ob_quality_signal',
-    'get_market_structure_stats'
+    'get_market_structure_stats',
+    'market_structure_choch_bos',
+    'choch_bos_signal',
+    'get_choch_bos_stats'
 ]