I don't know how many of you guys follow Brett Steenbarger's blog. But he has been talking about this adjusted cumulative TICK indicator. I finally took the time to attempt to reproduce that. The graphs looks similar, but still off by a tiny bit.

Here's the code:

def previousdaysaverage = Average(((high("$tick") + low("$tick") + close("$tick")) / 3), 395);

plot data = TotalSum(((high("$tick") + low("$tick") + close("$tick")) / 3)) / 100 - previousdaysaverage;











Got this graph from markettells.com