moen0
31 lines
1.1 KiB
Python
31 lines
1.1 KiB
Python
def find_order_blocks(candles, structure, min_impulse=0.10):
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obs = []
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for point in structure:
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if point["label"] == "HH":
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# Bullish break of structure, look back for last bearish candle
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idx = point["index"]
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for j in range(idx - 1, max(idx - 20, 0), -1):
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if candles[j].close < candles[j].open:
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obs.append({
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"index": j,
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"type": "bullish",
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"top": candles[j].open,
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"bottom": candles[j].close
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})
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break
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elif point["label"] == "LL":
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# Bearish break of structure, look back for last bullish candle
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idx = point["index"]
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for j in range(idx - 1, max(idx - 20, 0), -1):
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if candles[j].close > candles[j].open:
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obs.append({
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"index": j,
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"type": "bearish",
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"top": candles[j].close,
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"bottom": candles[j].open
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})
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break
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return obs |