According to Ehlers, the short term information you can get from a sequence of close prices is limited by the aliasing noise.

Basically, according to Ehlers you can't reliably detect a cycle shorter than 8 bars in time to profit from it.

I would like to try to circumvent that limitation by adding synthetic ticks between the bars. I would like to have a series like the following..

..., close2, (low1 + high1)/2, close1, (low0 + high0)/2, close0

but I can't see an easy way to do it.

Any ideas?