I am looking for a moving average-type indicator. This is the idea: The MA would plot on the current bar (maybe above or below the bar) the AVERAGE TICK VALUE of every tick value that came in on the previous bar. This would be different than the avg of high+low/2 or the high+low+close/3. For example: if a 1m bar had 27 tick values come in, I want the value of all 27 ticks added together(even if 10 of these hold the same value) and then divided by 27 and plotted on current bar. Has anyone seen an indicator like this? Could one be coded? I Would appreciate any thoughts or ideas on this.

Maybe a bad idea?