1) Can I program my own indicator,As of now not exactly you can program your own indicator but you can create composite indicators in Stockalyze. You can achieve many things by composing indicator. You can see demo video to know how exactly you can do it. You can also let me know your formula and I will tell you if it is possible to create a composite indicator for that in Stockalyze.
Stockalyze is meant to be simple and easy to use and so we have provided easy ways to achieve things. Let me know if it works for you.
2) Is it possible to use high/low prices instead of close price for zig/zag indicator?I had been planning to improve zigzag indicator for very long. And you are the first user to have asked for it. Maybe I will prioritize it. So, the answer as of now is no, zigzag indicator always uses closing prices.
Please let me know if you have any more questions.