//+------------------------------------------------------------------+
//| OrderBlockDetector.mq5                                          |
//| Copyright 2023, Your Name                                       |
//| https://www.mql5.com/en/users/yourusername                      |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Your Name"
#property link      "https://www.mql5.com/en/users/yourusername"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2

//--- Indicator buffers

//
double UpBuffer[];
#property indicator_label1 "Up"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrAqua
#property indicator_width1 1

//
double DownBuffer[];
#property indicator_label2 "Down"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrMagenta
#property indicator_width2 1

//--- Input parameters
input int VolumeThreshold = 100; // Minimum volume to consider a block valid
input int BlockSize = 20;        // Number of bars in a block
input double PriceChangeThreshold = 0.01; // Minimum price change percentage

//+------------------------------------------------------------------+
//| Initialization function                                          |
//+------------------------------------------------------------------+
int OnInit()
{
//
    SetIndexBuffer(0, UpBuffer, INDICATOR_DATA);

    //
    PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0);
    PlotIndexSetInteger(0, PLOT_ARROW, 159);

//
    SetIndexBuffer(1, DownBuffer, INDICATOR_DATA);

    //
    PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0);
    PlotIndexSetInteger(1, PLOT_ARROW, 159);

    return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Deinitialization function                                        |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
    // Clean up resources if necessary
}
//+------------------------------------------------------------------+
//| Calculation function                                             |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
    // Initialize buffers
    ArrayInitialize(UpBuffer, EMPTY_VALUE);
    ArrayInitialize(DownBuffer, EMPTY_VALUE);

    // Define the starting point for calculations
    int limit = MathMin(rates_total - prev_calculated, rates_total - BlockSize);

    // Loop through bars to detect valid order blocks
    for (int i = 0; i < limit; i++)
    {
        bool isUpBlock = false;
        bool isDownBlock = false;

        // Check volume in the block
        double totalVolume = 0;
        double startPrice = open[i];
        double endPrice = close[i + BlockSize - 1];

        // Calculate total volume for the block
        for (int j = 0; j < BlockSize && i + j < rates_total; j++)
        {
            totalVolume += (double)tick_volume[i + j];
        }

        // Check if the block meets the volume threshold
        if (totalVolume >= VolumeThreshold)
        {
            //        
            // Calculate price change percentage
            double priceChange = MathAbs((endPrice - startPrice) / startPrice) * 100;
            if (priceChange >= PriceChangeThreshold)
            {
            //
                if (endPrice > startPrice)
                    isUpBlock = true;
                else if (endPrice < startPrice)
                    isDownBlock = true;
            }
        }

        // Mark the block as valid
        if (isUpBlock)
        {
            UpBuffer[i] = high[i];
            DownBuffer[i] = EMPTY_VALUE;
        }
        else if (isDownBlock)
        {
            DownBuffer[i] = low[i];
            UpBuffer[i] = EMPTY_VALUE;
        }
    }

    return(rates_total);
}
//+------------------------------------------------------------------+