JCL,
Related to tick volume I have a question. I'm attempting to replicate the a Tick Volume Indicator (TVI) for a strategy. TVI was invented by William Blau and has been published in his book "Momentum, Direction and Divergence" (1995, page 43).
The basic TVI without smoothing is simply 100* ((DEMA(upticks) - DEMA(downticks)) / (DEMA(upticks) + DEMA(downticks)))
Obviously, Zorro comes with a DEMA function out of the box but I am puzzled if there is a simple way to calculate the associated upticks or downticks with the tools available. Thoughts?