Add order blocks indicators

Author: MDUYN

README.md

@@ -46,6 +46,7 @@ pip install pyindicators
   * [Golden Zone](#golden-zone)
   * [Golden Zone Signal](#golden-zone-signal)
   * [Fair Value Gap (FVG)](#fair-value-gap-fvg)
+  * [Order Blocks](#order-blocks)
 * [Pattern recognition](#pattern-recognition)
   * [Detect Peaks](#detect-peaks)
   * [Detect Bullish Divergence](#detect-bullish-divergence)
@@ -1018,6 +1019,77 @@ The `fvg_filled` function detects when FVGs have been mitigated:
 
 ![FAIR_VALUE_GAP](https://github.com/coding-kitties/PyIndicators/blob/main/static/images/indicators/fair_value_gap.png)
 
+#### Order Blocks
+
+Order Blocks are zones where institutional traders (banks, hedge funds) placed large orders, causing significant price moves. They represent areas of supply and demand imbalance that often act as support/resistance when price returns.
+
+**Bullish Order Block:** The last bearish candle before a strong upward move. When price returns to this zone, it often bounces up (support).
+
+**Bearish Order Block:** The last bullish candle before a strong downward move. When price returns to this zone, it often reverses down (resistance).
+
+**Breaker Blocks:** When an Order Block is broken (invalidated), it becomes a breaker block and may act as the opposite type of support/resistance.
+
+```python
+def order_blocks(
+    data: Union[PdDataFrame, PlDataFrame],
+    swing_length: int = 10,
+    use_body: bool = False,
+    high_column: str = 'High',
+    low_column: str = 'Low',
+    open_column: str = 'Open',
+    close_column: str = 'Close',
+    bullish_ob_column: str = 'bullish_ob',
+    bearish_ob_column: str = 'bearish_ob',
+    bullish_ob_top_column: str = 'bullish_ob_top',
+    bullish_ob_bottom_column: str = 'bullish_ob_bottom',
+    bearish_ob_top_column: str = 'bearish_ob_top',
+    bearish_ob_bottom_column: str = 'bearish_ob_bottom',
+    bullish_breaker_column: str = 'bullish_breaker',
+    bearish_breaker_column: str = 'bearish_breaker'
+) -> Union[PdDataFrame, PlDataFrame]:
+```
+
+Example
+
+```python
+import pandas as pd
+from pyindicators import order_blocks, ob_signal, get_active_order_blocks
+
+# Create sample OHLC data
+df = pd.DataFrame({
+    'Open': [100, 102, 101, 105, 110, 108, 112, 115, 113, 118],
+    'High': [103, 104, 106, 112, 115, 112, 118, 120, 117, 122],
+    'Low': [99, 100, 100, 104, 108, 106, 110, 113, 111, 116],
+    'Close': [102, 101, 105, 110, 108, 110, 115, 113, 116, 120]
+})
+
+# Detect Order Blocks
+df = order_blocks(df, swing_length=5)
+print(df[['bullish_ob', 'bearish_ob', 'bullish_ob_top', 'bullish_ob_bottom']])
+
+# Generate signals when price enters an OB zone
+df = ob_signal(df)
+print(df['ob_signal'])  # 1 = in bullish zone, -1 = in bearish zone, 0 = outside
+
+# Get currently active Order Blocks
+active = get_active_order_blocks(df, max_bullish=3, max_bearish=3)
+print(f"Active bullish OBs: {len(active['bullish'])}")
+print(f"Active bearish OBs: {len(active['bearish'])}")
+```
+
+The function returns columns for:
+- `bullish_ob` / `bearish_ob`: 1 when Order Block is detected, 0 otherwise
+- `bullish_ob_top` / `bullish_ob_bottom`: Zone boundaries for bullish OBs
+- `bearish_ob_top` / `bearish_ob_bottom`: Zone boundaries for bearish OBs
+- `bullish_breaker` / `bearish_breaker`: 1 when OB is broken (becomes breaker block)
+
+The `ob_signal` function generates signals:
+- **1**: Price is within a bullish OB zone (potential long entry)
+- **-1**: Price is within a bearish OB zone (potential short entry)
+- **0**: Price is outside any OB zone
+
+![ORDER_BLOCKS](https://github.com/coding-kitties/PyIndicators/blob/main/static/images/indicators/order_blocks.png)
+
 ### Pattern Recognition
 
 #### Detect Peaks

pyindicators/__init__.py

@@ -12,7 +12,8 @@
     fibonacci_retracement, fibonacci_retracement_levels, fibonacci_extension,
     moving_average_envelope, sma_envelope, ema_envelope,
     golden_zone, golden_zone_signal,
-    fair_value_gap, fvg_signal, fvg_filled
+    fair_value_gap, fvg_signal, fvg_filled,
+    order_blocks, ob_signal, get_active_order_blocks
 )
 from .exceptions import PyIndicatorException
 from .date_range import DateRange
@@ -81,5 +82,8 @@ def get_version():
     'golden_zone_signal',
     'fair_value_gap',
     'fvg_signal',
-    'fvg_filled'
+    'fvg_filled',
+    'order_blocks',
+    'ob_signal',
+    'get_active_order_blocks'
 ]

pyindicators/indicators/__init__.py

@@ -30,6 +30,7 @@
     sma_envelope, ema_envelope
 from .golden_zone import golden_zone, golden_zone_signal
 from .fair_value_gap import fair_value_gap, fvg_signal, fvg_filled
+from .order_blocks import order_blocks, ob_signal, get_active_order_blocks
 
 __all__ = [
     'sma',
@@ -80,5 +81,8 @@
     'golden_zone_signal',
     'fair_value_gap',
     'fvg_signal',
-    'fvg_filled'
+    'fvg_filled',
+    'order_blocks',
+    'ob_signal',
+    'get_active_order_blocks'
 ]