VOA from Lo Wu Station Hongkong to Luo Hu Shenzhen by MTR

Hi there, im Indonesian, this 2 July 2017 i with my family (8ppl) plan to go to Shenzhen from Hongkong by MTR and stay 1 night at Shenzhen, after that back again to Hongkong, can i apply VOA at Luo Hu Shenzhen?

Fyi, at year 2015 we had been issued Chinese visa (single entry) before by embassies in our paspor.

Please advice

Thanks for the reply.