Need bad tick cleaning function

[Jack Griffin <jack_2231@xxxxxxxxx>]

Hi Gang,

I was thinking of writing a short function which
eliminates bad ticks.  Yes I could pay more to get
pre-cleaned data but I am poor.  The cleaning function
could just look at OHLC and O[1]H[1]C[1]L[1] and
possibly even O[2]H[2]C[2]L[2] on a 1 minute chart. 
If e.g. H[1]>1.01H and H[1]> 1.01H[2] and
absvalue(C[2]-C)<1.002C then Cleanedlasthigh=H[2]. 
etc.  

There are many ways it could be implemented but I was
just thinking of 
clean(O,H,L,C,Oclean,Hclean,Lclean,Cclean) being a
function.  

But before I bothered coding this up I thought I ask
you guys on the list to post any comparable ela code
since I am pretty sure someone out there is smart
enough to have thought of this basic idea for
filtering before.  Not wanting  perfect filtering but
something basic will do.  
Jack