I have indian passport . Can I Get on arrival shenzhen Visa?

It's possible that you can get the VOA. The application documents include a valid passport and a photocopy of the passport, a completed application form affixed with your recently-taken color photo, return ticket and hotel reservations. However, I don't recommend you apply for the VOA if you have enouh time as it happened a few times that the visitors were refused by the immigration officer and it costs a lot. So please try to get your entry permit ready in advance.