Choose File > Create new > Indicator.
Give a name to the indicator, then press ENTER.
A window is automatically opened: you can use it to edit the code of the indicator. For example, you can enter the following:
return (High + Low) / 2
To learn how to create indicators using the TSL language, please refer to:
Open a stock chart.
Click Add Indicator. Inside Custom indicators in the pop-up menu, select the indicator.