Perahps replacing
NormalizeDouble(((C-O)/O*100),6);
By
NormalizeDouble(((C-O)/(2/(1.0/O+1.0/C))*100),6);I do not see why normalize it tough...
Unfortunately it doesn't work.
Who can make it work with a small change? To get the open price of the first bar of the day and then the closed prices.

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Daily Percent Change:
This indicator uses the open price for the day, and computes the percent change for that day. Use on any chart TF up to and including D1.
Author: Robert Rice