Place the shrimp shells in a pot with just enough water to barely cover them. Bring the water to a boil for a couple minutes, then remove and discard the shells, reserving the broth in the pot.
Place the shrimp in the broth and boil them for 1 to 2 minutes, and then remove and let cool. Mix together the lemon juice, lime juice, tomatoes, cilantro and onions in a bowl. Stir in the shrimp, cocktail sauce and orange juice. Add just enough of the shrimp broth to barely cover the shrimp and stir again. Season with salt and pepper.
Chill the ceviche for at least 1 hour before serving.
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